The only time I eat Gemmies is on a backpacking trip. I take a lemon, Cajun seasoning, and a couple of those mini butter packets you get at McDonalds. Gut, stuff the cavity with the above accoutrements, and wrap whole in foil. 4 or 5 minutes a side over the coals.
Yes, they taste way better than stockies and have a much better consistency to the meat. Fresh stockies are mushy upon cooking. They get better with time elapsed since stocking, but Gemmies are better either way. I've only ever kept and cooked Gemmies, but I may try a Gemmie and a wild Brown next to each other this year, to see if there's a difference.
From what I understand, the best (although illegal) way to eat Gemmies is to keep the small ones. Gut, dredge in flour and fry in peanut oil whole. Eat the whole thing. Gemmie fries. I'm not carrying a cast iron and a jug of peanut oil backpacking though. And the process loses its practicality and novelty once you get to the size of a legal 7" fish.