Europeans use it to make blood pudding, while Filipinos use it to make dinuguan, a stew. Those who do eat them often scramble them with eggs. It's very important that brains be fresh, so either cook them or freeze them the day you buy them.
Sweetbreads are the soft and delectable thymus glands of calves and lambs.
Though it's hard to get fussy teenagers to eat them, there are enough knowledgeable gourmets clamoring for sweetbreads to keep the price fairly high. Like other organ meats, sweetbreads are high in cholesterol. Hispanic markets are a good source. To prepare it, boil it in a stockpot, then plunge it in cold water and peel off the skin and trim the base of gristle and fat. You can then cut it into thin slices and serve it hot or cold.