One excellent way to preserve them is to cut in half, remove the seeds add a little olive oil and cook on a baking tray in a high oven until the skins blister and turn dark brown. Immediately put them into a bowl and cover tightly with cling wrap. Then, after they have cooled a little, remove the cling wrap and the skins will come off easily. Pack into jars and cover with herb infused oil and add seeds or herbs of your choice. Fennel is good so are lovage seeds or garlic or paprika and so on. Cover and seal.