I find that the key is not to stir the polenta disks at all for the first 5 mintues of cooking (or so). I do it over medium-high heat in a cast iron skillet with good results using butter and olive oil (this is how my mother cooked cornmeal much growing up, and polenta is of course just the fancy name for that.) This has worked for me with polenta that I've eaten in the morning as grits, so it was originally not that thick. After thickening in the fridge, it seems to fry up just fine. The grill is also a good place to get a nice crust on polenta.
