When I have too many I cook them up and eat them. Yum!
I don't keep as many lizards as I used to, so it's more common now than it used to be. Don't eat too many at once though, they are pretty rich. More than about 400g of them makes me feel a little overfed.
They're great on pizza, dry roasted (if you like you can then salt them and eat them like beer nuts - yum!), if you're a real gourmet they make brilliant pate, you can fry them and add them to fried rice (similar to the way you use chopped bacon)... lots of yummy possibilities, and they're very nutritious too.
Alternatively, they go nicely raw on ice-cream, or just eat them live on their own.