Yes! My favorite indulegence is to Tempera batter fry them and serve with ranch with sirarchi. No, I'm not pregnant, but love them fried as well. I grill whole halves with burgers & dogs.

You can deep fry them too! http://www.foodnetwork.com/recipes/alton-brown/deep-fried-pickles-recipe/index.html

Sure you can. Here is a recipe http://www.parade.com/food/blue-plate/2010/06/23-Grilled-Pickles-Get-the-Party-Started.html