Bone marrow is deliciously fat in a way that can be reminiscent of foie gras or butter.
This, of course, means that we should not eat too much of it if we want to stay minimally fit which is not too difficult since it is getting harder and harder to find.
In my opinion, bone marrow is better when very fresh, unlike most red meat which generally tend to get better when aged properly. The most available and best source of marrow will come from leg bones. Veal and beef are the usual source of bone marrow but lamb, goat, and any largish animal should not be dismissed.
To extract bone marrow, for a bordelaise sauce for instance, you either need to ask your butcher to split the bones lengthwise or poach sections of the bones for a few minutes until you can poke the marrow out with your fingers.
Another easy and extremely popular way of eating bone marrow, thanks to Fergus Henderson, consists of roasting marrow bones upright for a few minutes (15-20 minutes at 375 degrees). The nose-to-tail eating chef would serve the bones with toasts and parsley salad but you can certainly try mashed potatoes and pickles if this is what you have at hand. My only attempt so far followed Henderson’s indications religiously and was delicious.
This very recipe even found its way to the front page of Jennifer McLagan’s excellent book: Bones: Recipes, History, and Lore.
You can find Fergus Henderson’s recipe here.