Mike;
IMO, No need to even remove the bone.
I collect road kill squirrels each year (especially Greys) and all I do is cut the tail + bone off at the squirrel's rump, wash in a saturated solution of warm water + 20 Mule Team Borax, then hang vertical indoors to dry, by using a fish hook and line hooked into the cut skin. After a day, I run my fingers in reverse direction thru the hair to fluff the matted dried hair and then let it continue to dry for another week or so. The internal bone will eventually dry hard and straight making the tail much easier to work with. Dried in this manner has always worked well for me. Store in a container with moth balls and your other hair items. Leaving it outdoors to dry is not a good bug free idea.
Been doing it this way since the 80's ever since my first store bought squirrel tail dried with tail bone intact came into my possession.