Quickly blanched and shocked milkweed buds are probably the best way to try them if you've never had them before, just to make sure they sit ok with you.
Course: Appetizer, Side Dish, Snack
Bring a pot of water large enough to accomodate your milkweed buds to a boil. Add the milkweed and cook for 30 seconds, then remove to an ice bath, cool, then remove to a towel to weep the water they've soaked up.
From here, the milkweed buds can be refrigerated and cooked later, or cooked like you would any other vegetable.