In Barcelona, I've had them on a grilled seafood platter, served on the half shell. Probably over hardwood charcoal would be best -- you want that smoky flavor, just barely cooked to retain as much liquor as possible. A drizzle of olive oil, lemon and salt and you're done.
Now I'm hungry. I need to get back to Barcelona again, where even the cheap eats are fantastic.
What is patriotism, but the love of good things we ate in our childhood?
-- Lin Yutang