Cut in to thinnish rounds, fry in olive oil then put tomato sauce and cheese on top and bake- voila, marrow au gratin!
Also make a nice souffle with ricotta or goats cheese, have recipes if you can be arsed.
Finally, marrow cake...take a carrot cake recipe and replace grated carrot with grated marrow. Might make the batter a bit wetter because more watery than carrot but just add less egg or cook for longer.
Marrows are much maligned but very versatile