Lamb, ox, veal or pig kidneys are very versatile but make sure they are fresh. [because buying stale kidneys would be so much worse] They should be a nice brown colour and feel firm, dry and plump. [dry?] Prepare them by removing any white membranes that may still be attached and the hard core and wash thoroughly. [any animal part that has to have its membranes and hard core removed before eating is not fit for human consumption] Pig’s and ox kidneys are rather strong in flavour [meaning: smells and tastes like urine at this point] so, like liver, will benefit from soaking in milk for a while before cooking.
I can assure you from personal experience that no amount of soaking in milk will change the fact that a kidney processes bodily impurities and produces urine. If you forget this, the smell of the kidneys will bring this home to you like a baseball bat in the face while standing in an outhouse.
We won't even go into the rubbery, yet chalky, texture when you try to chew it without gagging and getting slapped in the back of the head by your mom. I curse my parents for growing up in UK families.
Update: I just spoke with my mother, and by spoke I mean texted, and she says she never removed a hard core from the kidneys when preparing them. It sounded like she did not know to what I was referring. That might explain a lot. Will it get me to try kidney again? Are you out of your mind?!