Harris's antelope squirrels are known to feed on seeds and fruit along with insects and so they are not likely damaging your cactus on purpose. If it looks like they are exposing the roots, that could be bad for the cactus. Fortunately, the golden barrels are tough plants and they have a shallow root system so there is room to burrow beneath them. As you may know, these squirrels along with the round-tailed ground squirrels are difficult to discourage. They may respond to your cayenne pepper although you might need to use a pepper paste or pepper spray to make it sticky and troublesome to them. The only other method recommended is fencing them out with hardware cloth buried a few inches down and curved away from the plant in an "L" shape so they won't just tunnel under it.
