I tried them for the first time last week. I put them in a covered pyrex casserole with a couple tablespoons of water and nuked until tender. I think somewhere between 10-20 minutes, I forget.
I melted butter and ate the inside leaf tips and the heart. I could not believe how full I felt after just one.
SceptiCallie has the right idea, clipping off the thorns. They are quite sharp, as I discoved the hard way.