Sweetbreads are very perishable...if frozen, leave frozen until ready to cook. Soak in cold water with lemon juice or vinegar for several hours. Parboil in acidulated water for 10-15 minutes. Plunge into cold water, and remove the connecting fiber. Some people place a heavy weight on the sweetbread to compress. Slice into cooking portions. Dust with seasoned flour and brown in butter.
You can cook a number of ways.
I like to soak in milk first to take away bitterness and remove some excess blood.
My favourite way is to trim of excess sinew and then dust in flour.
Pan fry the sweetbreads ( I cut them in to 1in chunks )in foaming butter until they form a nice crispy crust and then remove from the pan. deglaze the pan with a little port or madeira and reduce that to a thick sauce which you can serve drizzled over the sweetbreads.
Alternatively, you can make a sort of fricasee. Pan fry as before and remove from the pan. Add two diced shallots to the pan and soften in the remaining butter. Add a 1/4 cup of heavy cream, a handful of finely chopped tarragon, a 1/4 tsp of dijon mustard and a handful of fresh peas. Return the sweetbreads to the pan and warm through. Serve atop a piece of fried bread.
Both very nice indeed
hope this helps