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If you are not going to cook them right away, Charlie, soak them in milk... You can even leave them soak overnight in the fridge -- a local butcher taught me this trick. But don't wait around, these things cannot spend days in the fridge.
For beef, it's better to use recipes where they simmer a bit, as opposed to calf or lamb, which can be cooked faster (in butter, in a skillet, etc).
You may try your hand at this one if you like cooking in wine, beef kidneys with Madeira sauce:
I have no experience with frozen kidney. Off the top of my head, I'd say you should defrost it in milk when you do work up the nerve to try it out. These things are best very fresh...
If you have never eaten kidney, maybe you should have tried something softer first, like lamb or veal...
The French are very good at cooking it and in that video he made it very clear how to cut it. You don't need to understand French, you can always Google translate the text below and that would clarify what he is doing.
Over here it's very common at barbecue. Slice it in ~1-2cms wide steaks, cut transversally to the inner vein, so that the vein is like a little hole in the middle. Salt and barbecue until it's roasted outside bit still juicy inside (if you cook it too much it's hard as a leather sole). Add some lemon juice on top when you serve it.
We love barbecued kidneys, sweetbreads and intestines.
I wasn't saying there was lead or arsenic in kidneys. That is going to depend on exposure and/or feed. We already know muscle meats contain iron, and we eat them anyway (or some of us do) because of the perceived other benefits...and consume coffee to protect against heavy metal retention.