They're a type of summer squash and seem to need a bit longer/warmer than courgettes to get going.
We grew some custard marrow successfully last year (just started 'em early) and you can eat them when they're quite small (1-2" across - when they're still thin skinned - just chop em up like courgettes) and also when they get large (6" or so - when the skin is 'hard' they need peeling) they have a nutty buttery taste and can keep for a while too.
you can almost see that they're a cool 'ufo' shape!