They typically are breaded and pan fried. Bull fries are the best which are typically sliced about 3/16" thick. The taste is really dependent on the seasonings used. I always liked to dip them in Ranch dressing.I have eaten snails ( I understand they are growing them fresh in New York now ) I haven't had Rocky Mountain Oysters, I know what they are and would be interested in how they are prepared, as well as trying some.
Have you had them? How do they taste? ( and don't say chicken)