I don't know if people do cook them or not? If you do, how do you cook them? Steam them, boil them, stir fry, bake or roast?
I've roasted them quite often but you can cook them in any way you like really, although roasted probably works best. They have a similarity to turnips, so any turnip recipe would probably work. As mentioned above, you can pickle also them. And don't forget the green tops which can be eaten as a salad leaf or cooked as a green vegetable - they have a peppery taste.