I roasted them in the oven for 20-30 minutes at 220c to get some browning on the top. It released quite a bit of fat. Then I threw them in a big pot (rendered fat and all) with onions, celery stalks, carrots, garlic, black peppercorns and some bay leaves, added water up to the brim and simmered the lot for 8 or so hours. Turned out amazing.
You can add whatever veggie scraps you have. Stock is awesome like that.
Put it through a sieve, cooled it down and plucked off the fat layer to use for cooking. Now I have a brilliant stock for soups, stews and rice and some nice high temp cooking oil with great flavour.
Two birds, one stone.