Broiled. Healthier. Wife and I tried making our own with crabs we brought back from OCMD, too much work for short enjoyment. Check out Big Fish Grill on Rt 1 in Rehoboth Beach, DE. Mostly meat, little or no filler, best crab cakes I have ever eaten. Most of the better restaurants, between Lewes, DE and Ocean City have good crab cakes, Big Fish is a little better than the rest.recipe, and do you broil or bake?