What to do with cornichons?

Add them to a home-made Tartar sauce. Have you ever had deep-fried pickles?? I know, I know, but I like them. Dip in flour, egg and panko, then into a small saucepan with an inch or 2 of oil. Knock em back with a cold beer.

I like to spear one and put in a nice vodka martini !

As mentioned, they're perfect with charcuterie and pate (add a pot of Dijon mustard, a baguette and you're in business.) My mother made a roast tenderloin with a creamy tarragon/cornichon sauce, served room temp or cold. I'm not sure if this was the recipe, but it looks right and chances are she got it from Gourmet magazine: http://www.epicurious.com/recipes/food/views/roast-fillet-of-beef-with-cornichon-tarragon-sauce-11061

They are traditional to serve with pates, also what coco espresso said. But they have nothing to do with Salade Nicoise.

This is a great salad with cornichons in the dressing: http://smittenkitchen.com/blog/2014/01/warm-lentil-and-potato-salad/

Here's a great chicken salad recipe on the site using cornichons, https://food52.com/recipes/6948-chicken-salad-with-cornichons-and-radishes
This sauce is luscious on poached chicken (also used for fish but never tried) https://www.cooksillustrated.com/recipes/1019-parsley-sauce-with-cornichons-and-capers

Charcuterie. That's all I can think of.

I love them in egg salad. Delish.

I'd do what Coco espresso suggests and add them to tuna or potato salad (or chicken salad or any kind of salad!). You can also chop fine and add to deviled eggs. They are a nice section of a nicoise salad platter.

Don't throw out the juice. Use it, instead of vinegar, in a vinaigrette. Use in a brine for pork or chicken.

They are great to accompany a cheese plate for company. Or chopped up in tuna or potato salad. Or sauce gribiche!