Lamb Heart can be cooked in one of two ways.
It is tender enough to be grilled (aka BBQ outside the US) or pan-fried, provided you cook it just until a meat thermometer reads 160 F / 71 C. It’s very easy to make it tough and rubbery, though, cooking it this way if you overcook it past this temperature.
Or, you can braise it on top the stove, or in the oven or a crockpot, or cook it stuffed in a pressure cooker, or chop it up and use it in a stew.