Start off by washing them thoroughly in soapy water, rinse and leave to dry.
The next step is to lay out on a foiled tray and bake at 200 C for about 45 mins, until they've all opened up. Baking them melts the sap, means that the cones stay permanently ‘open’ and look nicer in your display :)
Oh and here's a top tip for cleaning glass & vases (mine had been collecting dust at the back of a cupboard): Add approx 1 tablespoon of bicarb and vinegar, a couple of squirts of washing up liquid, and fill with warm water. Leave to soak before rinsing... sparkling!
These are now in our lounge and give the room a lovely smell. A great alternative to pot pourri!