I was surprised to read that my 1931 version of The Joy of Cooking has no listing for Opossum in the index. My 1975 edition does have possum, squirrel, porcupine, raccoon, muskrat, woodchuck, beaver and armadillo.
Under possum: "If possible, trap possum and feed it on milk and cereals for 10 days before killing. Clean, but do not skin. (Immerse) in water just below the boiling point. Test frequently by plucking at the hair. When it slips out readily, remove the opossum from the water and scrape...Remove small red glands in small of the back and under each foreleg...Roast as for pork"