Most snow crab is caught in the frigid waters of Alaska, and very little is transported south as live crab. Ordinarily the crabs are boiled or steamed right on the boat or as soon as they're landed, then blast-frozen to maintain their quality at its fresh peak. This means you don't actually have to cook them, just thaw them and gently reheat them when mealtime rolls around. You can use almost any method to heat them, but steaming or baking make it harder to accidentally overcook the tender legs.
Steaming Your Legs
Thaw your snow crab legs overnight in the refrigerator for maximum food safety. If you don't have time for refrigerator thawing, place them under cold running water for 15 to 20 minutes, until the thickest part of the leg gives slightly when you squeeze it. Drain the legs thoroughly.
Run 1 1/2 to 2 inches of water into the bottom of a large pot, then slide in a steamer insert. If the insert is submerged, remove it and make three or four egg-sized balls of foil for it to rest on. Replace it in the pot.
Transfer the pot to your stovetop, cover it, and bring it to a full boil. Lift off the lid, avoiding the billowing steam, and drop the clusters of crab legs into the pot. Replace the lid, and wait for the steam to begin again.
Steam the legs for 6 to 8 minutes, or until the thickest portion of a test leg is hot all the way through when you snap it in half and taste it. Remove the legs from your steamer and serve them immediately.
Baking Your Legs
Thaw your snow crab legs overnight in the refrigerator, or for 20 to 30 minutes under cold water.
Preheat your oven to 450 degrees Fahrenheit. Lay out a large sheet of heavy-duty aluminum foil on the counter, doubled over for additional strength.
Arrange the crab legs on the foil and then fold up the edges, rolling and crimping them to make a tight seal. Puncture the top of the foil package a few times with a skewer so steam can escape, then place the bundle on a sheet pan and slide it into the oven.
Bake your snow crab legs for approximately 10 minutes, until they're heated all the way through. Serve immediately, while they're hot.