Yeah try meguiars headlight kit first, if that doesn't work then go at them with wet flatting papers.
Use loads of warm soapy water, keep the headlight wet and the paper wet and keep cleaning as well.
Sanding from 400, then 600, 800, 1000 and finally 2000 grit paper, after the 2000s paper you can begin polishing. (Or you can spray with lacquer after 2000 grit)
You can polish by hand but best result is with a machine buffer and use a cutting compound to remove the fine scratches then use some normal wax on top to finish and help protect.