If you're talking about the actual lights, then I have no idea, but if you are talking about the case, or whatever its called, the plastic bit that is flush with the body, then yes you can. Just go to Supercheap Auto, or wherever sells sandpaper, and get heaps of the black wet and dry sandpaper (which I think is the highest grit you can get from retail stores). Do the lights, and it's probably best not to wet the paper, it gets more abrasive if you do. Then buff them off with some cut and polish and voila, they should look like new, but I think that in the sun, if you haven't done it perfectly you will see marks. Best to just get after market/new sets off eBay. Should set you back about $250 for both headlights I'm guessing.
Drive a Holden and live forever