My sister in law brought me a jar of jelly a couple years ago. It was excellent
I really like them. I mostly eat them raw but have made jelly that's really good and I currently have a "test" gallon of prickly pear wine bulk aging (haven't tasted it yet so can't comment if it's any good...fingers crossed!). I wish I lived in an area where they grew but I'm still able to find them at some local markets that have been shipped in. I guess the biggest plus for buying at market is that they're already de-spined. Making syrup sounds good too, may have to try that!
I hope you keep us updated on your wine.