RB, here's what I did to my JDM EG lights.
If your lights have a yellow film over it, take 2000 grit sandpaper and wetsand it out gently. Take some 3M fine grit rubbing compound to buff it out. It will come out looking like new.
If you lights are just scratched, skip the wetsand and just buff with 3M compound.
Here's a not so good pix...but they shine like new: