Lol, could be a small piece of bacon. It's not really clear.
Actually, muskrat meat for example is edible and considered quite a delicacy! But it's not put on the menu as "rat", the fancy name is "water rabbit". :D
I believe the 'tail' is part of a melted kebab on a stick that Natlee dragged round town and when I took them out they dissolved and some of it stuck to the grill.