These come in two varieties, "throat sweetbreads" (thymus) and "heart sweetbreads" (pancreas), also sometimes called "stomach sweetbreads". The heart sweetbreads are preferred, and have a roughly round shape. The throat sweetbreads are of a roughly cylindrical shape. They are often cooked together. The photo specimen, a thymus, was 8 inches long, 4 inches wide, 1-1/4 inches thick and weighed 0.9 pound.
Sweetbreads are a highly superior (in my opinion) substitute for beef brains in any recipe calling for those (brains are mostly cholesterol anyway) and you avoid the minute risk of mad cow disease.
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Once a prized delicacy in North America, England and most of Europe, sweetbreads are still served in fancy restaurants, and are much liked in Mediterranean cooking.
Buying: You won't find these in your average supermarket, but ethnic meat markets, particularly those serving Latin American or Near Eastern communities may have them. You will generally find only the thymus as the pancreas fetches a higher price in the fancy restaurant trade. I've found them for as low as US $1.00 / pound.
The photo specimen was bought from a large multi-ethnic market here in Los Angeles. It was packed in a plastic tub, but other markets may have them in sealed vacuum pack bags or on a shrink wrapped foam tray. In regions without ethnic markets you will have to order from a specialty meat market, probably at a higher price. Buy them well before the expiry date and cook them right after purchase as organ meats are quite perishable (and market expiry dates tend to be over-optimistic).
Some "gourmet" recipes call for "milk fed veal sweetbreads", but we don't have those around here. They're probably all sent to New York and San Francisco where they can fetch a higher price. Here in Los Angeles, world center for ethnic cuisines, we're fine with more robust flavors.
Yield: After soaking, par boiling and pressing as shown below, you will have about 46% of the weight as bought. Recipes almost always give the weight "as purchased" and expect the weight loss.
Prep: The way they're sold around here they are pretty much ready to go. For best results, follow this procedure: