Like, right here.
And here's what you do: Stand them upright, season them with a little salt and pepper, and then, roast them at 450 degrees for about 16-20 minutes. While they're roasting away, toss together 1/2 cup chopped fresh parsley, one shallot, thinly sliced, a generous sprinkling of capers, some olive oil, some lemon juice, and salt and pepper.
By that time, the bones will emerge from your oven looking like this:
With a skinny spoon or butter knife, you just scoop out the stuff inside the bones. And there is a sublimely rich, buttery taste in beef marrow that is parallel to nothing I have yet tasted on earth.
In the end, here's what we're going for:
A Beef Marrow-Parsley Crostini! (I would have pictures, but I was so excited about shoving a sample in my mouth that I forgot to document. You know how it is sometimes.)
While the bones are cooling, you're slicing up a French baguette and setting in the oven under the broiler for about two minutes...just enough to toast the buggers up a bit. Then, scoop out the marrow, spread on the baguette slices, and top with a small heap of the parsley-caper concoction you made earlier (which cuts into the fat marvellously with its acidic, fresh tang).
And then you eat it! Easiest thing ever. Really. And it's weird enough that your friends or family will be equally impressed and horrified at the same time. However, it's just delicious enough that if your friends or family are fairly open-minded people when it comes to food...they'll be blown away.
They'll have no beef with you after that.