That would depend on the dress code of the restaurant where you were taking him or her to dine that evening.
Sorry, that was such a great straight line I couldn't resist.
Seriously, the legs are the only edible part. Cut them off, remove the feet and skin them. Let soak in salt water in the refrigerator overnight. Bread in flour or cornmeal and fry in hot oil.
That's pretty basic. One of our resident game gourmets can probably give you some much better instruction.