I did one the other week.
Sliced the marrow in half and remove the seedy bits. Roast in the oven til the flesh is soft.
Whilst it's in the oven, fry onion, garlic and whatever you choose in a pan with herbs and spices. I like red pepper, quorn mince and mushrooms.
Scoop out some of the cooked marrow flesh leaving the shell intact. Mix with the stuffing mix. Stir in some grated cheese for a HE A if you like. It will melt into the mix and go all lovely! Then fill the marrow shells and pop into the oven for 10 mins.
If you're doing red, some bacon would be nice in it, chopped up and nice and crispy. Or use lean beef mince instead of the quorn.