I prefer eating them fresh in a salad with a bit of dressing. You can also drizzle hot bacon grease over the wilted leaves. I've never tried it, but it's the way a lot of mountain people prefer it.
Yesterday's trip into the mountains for the wild lettuce was part of a nearly eight mile hike that wound along beautiful mountain streams, steep hillsides and along ridges with breath-taking views. At the top of one ridge -- strong wind gusts chilled the air -- but if you stepped ten feet down the other side of the ridge -- everything was calm -- not even a hint of those wind gusts.