Dad and I tried sheephead years ago. The boil-n-butter method. It tasted fine. I'm not inclined to keep them because we have enough walleye and perch put away. But for a lark, yeah, they work. Plenty of them out there and they're not in high demand for table fare, so be generous in trimming them thoroughly. The immediate icing (and probably bleeding them, too) are both good ideas.