It's been many years, but the only way I've had them was with cream of mushroom soup & a bunch of onions & other stuff in a crock pot. Quite good, but everything ends up tasting pretty much the same that way.
As for grilling, it sounds like maybe you just treat them like waterfowl. Some people swear by medium rare, but I'm not in that camp. I go light medium. Marinate over night & WRAP IN BACON.
Grill to just barely medium. My favorite duck/goose marinade is McCormick's Mesquite marinade. Maybe someone could try it on sharpies/PC's & let me know what they think.
As to the rare/medium rare fowl, every chef I've ever seen/heard swears by it, at least for waterfowl. And it works. I just tell myself that if the wild bird I'm eating had anything bad in it, it would've died long before I shot it.