The pecans actually continue to fill as long as the shell of the nut is brown. However, since the squirrels are helping you, you need to get them, just as you were doing, as soon as they crack. As you have experienced, this will lead to some pretty black hands! The bad news is that nothing will take it off. However, it wears off fairly quickly.
If you are looking for information on how to control the squirrels, visit the Internet Center for Wildlife Damage Management (icwdm.org).
