As said, boiled in beer is the way to go, I'm generally partial to PBR to do the boiling. There's a few different ways you can go... boil 'em and eat 'em, boil 'em and grill 'em and eat 'em, grill 'em and boil 'em and eat 'em, or just plain old grill 'em and eat 'em if you're some sort of heathen. My dad used to broil them just enough to get them browned, then boil them in pans with onions on the grill and they were fantastic. I usually boil them (beer just shy of a boil) with sliced onions, then grill them over indirect heat to get them crispy but trying to avoid them bursting. Served with spicy, stone ground, or horseradish mustard and kraut or sauteed onions (you can use the onions from the beer boil) on a rye brat bun (or whatever reasonable facsimile you can find - Oregonians have never heard of brat buns).
And for your next task, locate cheese curds and purchase them. Beer batter, deep fry, then eat them.