Cornmeal Rye Waffles...that was something I fell in love with and after not having them for quite a while, it was almost surreal to be tasting one again! They are that good. Rye is great in baking soda/baking powder cooking as there is no gluten development needed. That is not rye's strong point - read on for details.
I also have a great recipe for Swedish Rye Bread that I will share here. Rye is generally mixed with other better gluten developing grains and 10-20% can be added mixed with a solid gluten developing hard wheat. Rye is low in glutenin which is the common protein in rye, wheat, barley which is key to gluten development. Secalin is the other gluten forming protein in uniquely rye. So if a dough is mainly rye flour it will not have the lift for the airy crumb which is not bad, just different. One bonus is that rye flour retains moisture well and stays fresh longer (source).
Additionally I used rye for my sourdough starter as recommended from Laurel's Bread Book.
Beside these ideas, as with any whole grain, rye can be used in soups, stews, pilafs, and grain bowls. All of these uses do not even require a grain mill to get all the goodness of whole grains! This is a retraining for most of us. We tend to think rice or pasta but the variety of whole grains we can use is quite a bit wider flavor option line up.
I think rye gets a bad name often times due to its connection with caraway seeds which have a very strong flavor. And, much like coconut, either you love it or you just can't stand it! Rye is one of the most beautiful flours I mill. The color profile is just gorgeous. I read traditional snickerdoodles have rye flour in them! I'd like to find that recipe for sure.
Consider adding a little rye to broaden flavor as well as nutrients in your diet. The Simply Filled Pantry is offering pre-orders (limited time but will come again!) for a variety called Bono Rye, a nice dark rye. A sample can be requested as well just to give it a try!