From what I've read, they are similar to cayennes, so use them for anything you would use cayennes for(salsa, stir fries, etc). Any you can't use right away you can toss into the freezer whole and use them throughout the winter as needed. I string cayennes up and let them dry until crisp, then grind them in a coffee grinder for seasoning powder.

These guys seem to have thicker walls than cayennes, so I'm a bit hesitant to try drying them. I'll have to keep researching. Thanks for the reply.

Which brings me to my next point, would anyone recommend air drying goat horn peppers?

We dry red goat horn peppers and then flash fry them for about 3 seconds in oil.They come out like potato chips.
This a traditional dish from the Italian region of Basillicata called cruschi.