The next time someone makes a comment about the questionability of eating sweetbreads, ask them if they ever eat hotdogs. Why something so delicious and delicate should be eschewed by Americans, I have no idea, but sweetbreads may be the most delicious and satisfying of all the organ meats. They are certainly the most expensive.
If you buy a whole sweetbread, you’ll notice that it’s comprised of two pieces. One piece, rather long and scraggly, is the pancreas and is called by the French, the gorge, meaning “throat.” The second piece, a nicely formed and tight round, is the thymus, called by the French, the noix, meaning nut. Of the two pieces, the noix is the most desirable because it better holds its shape and is easier to cut into nice even slices. When buying sweetbreads, try to get just the noix; by no means, accept just the gorge.
Virtually all recipes put sweetbreads through an initial blanching and weighting to firm them up and help them keep their shape. Ideally, they should be soaked in salted water overnight (they’re very perishable) in the refrigerator. The salt helps draw the blood out of any veins visible on the surface. The next day, they should be covered with cold water, the water slowly brought to the simmer, and the sweetbreads spread out on a sheetpan. Another sheetpan, weighted with a pot or some cans, is placed on top and the hold contraption allowed to rest in the refrigerator for at least 6 hours.
Once the sweetbreads have been weighted, little pieces of fat and tissue should be removed and the sweetbreads are ready for cooking.
While sweetbreads can be fried, they are usually either sautéed or braised. To braise sweetbreads, sweat some mirepoix, put the sweetbreads on top in a single layer, add a little good broth—enough to come about a fourth up the sides of the sweetbreads—and perhaps a little wine (Madeira is good). Cover loosely with foil and bake for uncovered about 25 minutes in a medium oven until the sweetbreads feel firm to the touch. They are then ready for slicing and serving.
Before slicing, however, make a sauce with the braising liquid in the pan. One approach is to boil down the liquid until it caramelizes, deglaze with a little broth or wine, and finish with cream and/or butter. Other ingredients such as mushrooms, herbs, or truffles can also be added to make elaborate and luxurious sauces.