I have, but it was many years ago at a Chinese restaurant. As I recall they taste a little like beans. The following came from this article
http://www.organicvalley.coop/...
"Buds are distinguished from the plant's non-edible fruits by their layered interiors. Choose smallish buds that are just beginning to open and cook them as you would beans: boil and serve them with butter or add chilled, tender-cooked buds to salads. Or, if you happen upon a spicy batch (they're typically mild-flavored, like beans or zucchini), stir-fry them with Asian flavors.
Daylily buds will keep in the refrigerator for several days, but the delicate flowers (trumpet-shaped blooms that grow in multiples on a leafless stalk) should be consumed the same day they are picked; they are very short-lived. You can add the petals to egg dishes, soups and salads, or dip whole flowers in batter and deep-fry them, as you would squash blossoms."
Here's another
http://www.spatulatta.com/reci...
Btw, I just googled "stir fry daylily" and there's a host of interesting articles.