Any prep and cook suggestions are truly, truly welcome.
If the animal was properly field dressed and cooled then your meat should be fine, requiring no treatment for what many people call gaminess. Just be sure to remove all visible fat, and never cook the meat, regardless of method, past medium rare. Game cooked beyond that will be tough and tasteless.
When it comes to pronghorn steaks, I like to keep it simple. I brush both sides with canola oil and then salt and pepper each side. Then, for a one-inch thick steak, I'll grill it over coals for about three minutes per side, turning just once. If I'm cooking them inside I'll usually do them in a gril pan, and for the same amount of time.
But here's a roast recipe I've made often:
Roasted Pronghorn with Sweet Onion Sauce
1 boneless loin of pronghorn (3 to 4 pounds)
2 tablespoons oil
salt and freshly ground black pepper to taste
2 sweet onions, chopped
1/2 cup chopped carrot
1/2 cup chopped celery
4 cloves garlic, minced
1 cup dry red wine
2-1/2 cups beef stock, veal stock, or game stock
4 tablespoons butter, at room temperature
Preheat oven to 400 degrees. Heat oil in a heavy, ovenproof roasting pan over medium high heat. Season the roast with salt and pepper and sear on all sides in oil. Remove the roast from the pan. Add onions, carrot, celery, and garlic to pan and cook for 2 minutes, stirring frequently. Remove pan from heat and place the roast on top of vegetables. Place pan in preheated oven and roast to medium-rare, 10 to 12 minutes.
Remove the roast from pan and keep warm in foil. Place roasting pan over high heat on stove top, add wine, and deglaze pan. Reduce to a medium sauce consistency. Add stock and reduce by half. Strain into a saucepan, discard vegetables, and reheat sauce. Reduce further, if necessary. Whisk in butter, 1 tablespoon at a time, and adjust seasoning with salt and pepper.
Cut the meat into serving portions, and spoon sauce over the top.