I cook them all the time. I prefer the fried slices as they fry better and are crunchier than the spears. Here's my recipe..
Ingredients:
Dill pickle slices
1 tbsp Worcestershire sauce
5-6 drops of Tabasco sauce (or your favorite hot sauce)
1 egg
8 ounces whole milk or buttermilk
Flour
Salt
Pepper
Directions
Mix egg, milk, Worcestershire sauce, Tabasco, and 1 tablespoon flour in bowl.
Mix salt, pepper (to taste) with 2 cups flour.
*if you want to kick it up another notch, add cayenne pepper to the dry mix...
Dip pickles in egg wash, then flour, then egg, then flour - drop in hot oil (350 degrees) and fry until golden, 2-3 minutes.