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Rose petals are edible. If you look for rose petal recipes, you will find many creative uses of them, including rice pudding with roses - so your pudding intuition was correct. During colonial American times they were considered a treat. You can candy rose petals with egg whites and sugar - typical cautions about appropriate raw egg white useage applies.

Before using your rose petals in culinary applications, make sure to remember what chemicals you used on them. If they've been sprayed with pesticides, you don't want to be eating them.