You have to make sure they are not the kind that have that really sticky and smelly resin on them (I don't know the species of tree that produces them but they are the ones that look like a Christmas pinecone because they have like white edges on the little scales) but, aside from that, I don't bake them, boil them or anything. I pick them when they first fall off and keep them in the fridge until I use them (I just make garlands out of them with sisal rope which I tie around them -sometimes I alternate them with branches, cinnamon broom, cinnamon sticks, baby toys, raffia, hay or even just twisted thick strips of the brown paper that painters use to protect floors). The main reason why I don't 'sanitize' them is that the heat makes them open up the little scales and loose the seeds hidden inside which the birds like to eat and, besides, they are either from my own trees or the ones around the shelter and we don't use any chemicals at all so, if there is a bug or two in there, the birds are welcome to them.