I don't think I've ever used them but there's a great thread at the Hot Peppers Forum with some good ideas. Check the link below.

Here is a link that might be useful: Hungarian Wax Peppers

I had an elderly neighbor who loved those things and grew bushels of them. His favorite way to use them was Stuffed Peppers. He washed them, cut off the top and then cut down one side and took the seeds out. I think he blanched them for a minute, then let them drain.
Next he made a meatloaf mixture, sometimes adding rice, but usually bread crumbs. Then he stuffed the peppers and put them into freezer containers and covered them with tomato juice, and into the freezer they went.
To bake, he put them into a baking dish and baked them as he would a meatloaf.
The meat absorbed some of the heat of the peppers, and they were delicious.

You need a large glass of ice water and slice of bread and butter to eat these things!

Jan

Jan, did they absorb the tomato juice when they baked?

They didn't absorb the juice, but it evaporated away during the baking. There may have been a little left, but it was delicious.

Jan