You can brush on hydrogen peroxide and put out in the sun. If they were never degreased the yellow may stay. The beetle house I know of soaks them in Dawn detergent for a long time to degrease before whitening.
If the skulls were boiled, the grease is probably sealed in and you won't have much luck. If not previously boiled, you are in good shape.
Soak in five gallon bucket filled with hot water and Dawn original. A 2x4 may need to be placed across the top of the bucket to place the horns on so that the skull is oriented properly to be totally submerged in water. The warmer you keep the water the better. A fish tank heater works great. Replace the water every several days. Evaluate progress. I've had some take a couple of weeks and some take a couple of months. But it works. After the process is complete let it sit in the sun a few days. If you want it more white than natural, use 50 Volume Developer Salon Care 50 Volume Creme Developer with Basic White mixed in Clairol Basic White Lightener at Sally Beauty. Brush on and cover with Saran Wrap for 24 hours. Rinse off with water and let it again sit in the sun for a few days.
Its a long process but worth it. You will be amazed at the results.
Thanks for all the advice guys! The two skulls that need it the most were both done by taxidermists, one was done with Beatles, and one was boiled. I will try some of these tips and post the results!