Preheat oven to 450°F
Line a baking sheet with foil or parchment
Place split beef marrow bones upright or side by side on the sheet
Season with salt and pepper if desired
Roast for 15 to 20 minutes until the marrow is soft and bubbling
Remove from oven and let cool slightly
Serve with toast or bread and a spoon
Scoop out the marrow and eat immediately