what do I do with kaffir lime fruits?

A lot of Thai dishes (particularly curries) have kaffir lime leaves - not sure if your limes have the leaves attached or not?

Adding to what others have said, the seeds can be given to others who want to grow kaffir lime tree, it planted just like lemon seed. Just be careful when cutting the fruit open to keep the seed intact. Kaffir lime leaves = instant gardening gratification lol.

Call me crazy, but I think the fruit or rind would taste great if it was candied.

Have you not tasted it yet? Talk about pucker!
I use the peel for curry paste, and I freeze the juice for cocktails (great with gin and vodka). I think a marmalade would be inedible, but I have seen it used in curds and in small quantities that could be fine. In Thailand, the juice is used as hair rinse.

What about a Indian style lime 'chutney?" you can buy the spice mixture for it from an Indian grocery store - mix it together and leave it alone for a few days for the flavors to come together. Or go the dessert route as others have mentioned.

I had a few some years back- best I remember, the juice was pretty much lime juice, and not much of it, but the zest was especially pungent. Unfortunately, the little tree was done in by an unexpected freeze, so I didn't get to work with it much. I suspect they'd make a fine marmalade, but probably best mixed maybe 30% with lemon- limes alone can be pretty overpowering in marmalade. If you only have a few, I'd just use the juice like regular lime juice.

some sorts of cocktails sound nice. maybe a key lime pie sort of thing.