What you do is this:
After you soak the sweetbreads in water for a couple of hours, you have to separate them by hand from the membrane. Wash your hands really, really well after doing this or wear gloves if you have them. There is a definite squick factor here, and this is coming from someone who owns a leopard gecko and has to feed her bugs.
You need 1/4 cup diced celery, carrots, and onions. I used a couple of bacon slices, diced, since I didn't have any ham.
Used a cup of my own chicken stock that I had made a batch of last month and frozen.
1/4 cup chardonnay
1 crumbled bay leaf, tbsp. of parsley, and a couple pinches of thyme. Sea salt and pepper to taste.
Simmer vegetables, bacon, and seasonings in low-fat butter (you could also do olive oil). Add the sweetbread, chardonnay, and stock.
Per Julia, you need to cook this on very low heat for 45 minutes.
Serve with risotto or rice.