Frozen pierogies can be cooked in a variety of ways. When making a Pierogi casserole, they can be baked with the other ingredients in a 375 degree oven for 30 minutes. If you'd prefer to pan fry your pierogies, cook them in butter or oil over medium heat until golden, about 8 minutes per side. You can also cook frozen pierogies in boiling water for 3 minutes before draining.