If they are cut into manageable size pieces than you could also do them in a dutch oven (you just need 2 saucepans).
Put a saucepan with a lid on, into a bigger saucepan with water in it and put the lot on a stove. You have to keep an eye on the water level in the bigger pot (so it doesn't run dry), but it works kind of like an oven in the smaller pot. The 'oven' temp won't get extremely hot though.
Some chefs recommend soaking the marrow bones (cut 2-3 inches in length) in cold water, changed several times, for 12-24 hours. This process makes the marrow turn a pale creamy pink color instead of grey
After the soaking you can cover the bones with cold water, bring slowly to a boil and barely simmer for about 20 minutes.
The "Seven Deadly Sins"
• Grains (wheat/rice/oats etc) . . . . . • Dairy (milk/yogurt/butter/cheese etc) . . . . .• Nightshades (peppers/tomato/eggplant etc)
• Tubers (potato/arrowroot etc) . . . • Modernly palatable (cashews/olives etc) . . . • Refined foods (salt/sugars etc )
• Legumes (soy/beans/peas etc)