I'm no expert, but I have grilled it before and it is quite tasty that way. You can broil it too or, if you have a veggie steamer, you can steam that mutha.
What kind of grill do you have to work with? If you have an electric, George Foreman style, just spray down the grill with some Pam and slap it in there and drizzle some lemon on it when done. Works for me.