Ideally mountain oysters are grilled :D traditionally on a hot shovel - I don't know why a shovel but that's what I've seen.
Mountain Oysters are usually bovine nuts (and you're right! cows don't have balls :D). Lamb fries are lamb nuts and they ARE deep fried.
Southern Brethren BBQ Competition Team
"It's all about getting paid!" - Myron Mixon
"I love being hated in my hometown!" - David Hair
KingFisher Gator Rotisserie cooker, WSM, Stainless 5 burner with IR gas grill, Turkey Fryer, Weber JD Commemorative grill, slightly used Bandera chamber for future use as a cold smoker, Masterbuilt 40" insulated ELECTRIC smoker