season or marinate them however you'd like, and bake or broil (or poach in a seasoned liquid)...then flake apart the meat to use in anything from a salmon salad to quiche to croquettes. the tails don't often have much in the way of bones, but if you do have some leftover you can use them for stock.
Is there any meat on the bones? I love grilled salmon teriyaki.
If you really did just get a bag of caudal fins, then you could try making fish stock or dredge the bones in seasoned flour and deep fry. The crispy bones would be delicious.