Just use a normal fine cutting compound, the same as you would for the bodywork. Its plastic, so it'll polish up pretty much as easily as the paintwork.
I've used Meguiars Plastx - Plastrx Plastic Cleaner & Polish for Headlamps. Good stuff. Needed a couple of goes as mine were quite bad and almost opaque in places. Comes with it's own applicator sponge thing too. Just be sure to keep it off the surrounding paintwork.