Bake them on a foil lined cookie sheet at 220 degrees for 20-30 minutes or until the pitch/sap melts. It will give them sort of a glossy glaze. This process will also clean and disinfect your pine cones by killing bugs, etc.

Thanks kraftymom! Will probably make my house smell good, or the oven at least LOL. Will that smell linger in the oven?

I've done it. Be sure to use the foil or you will never get the cookie sheet clean. No, it doesn't last in the oven.
do up a bunch of them at once. Can put some in basket with some fake apples or ornaments & a bow for a nice decoration. Another thing I do is put some cinnamon spiced potpouri in an antique milk glass bowl & add some pine cones & rose petals I dried from my garden.(Well, I just bring roses in house in summer & in 2 days they are crisp since I can't have AC. Great way to dry them LOL. I have lot of mini roses that are whole, they dry really well! I made turkeys with pine cones also.Lay pine cone on it's side glue in 4 fall colored leaves across large end of pine cone 3rd row toward center of pine cone(fanned out & just inside the row of pine cone so it looks like he has a tail end behind the leaves)& to narrow (head end) added 1/2 brown chenille stem curled into a head(tight at high spot& gets bigger about 1 1/4in. as it forms his head. Glue on 2-1/4 in wide wiggle eyes & an "S" shaped red waddle. Add 2 feet made of brown chenille stem cut in 1/2 & shaped so it is 3 toes?? They help him stand! Simple & fun for kids to do. I saw(& made) a walnut with hazelnut glued on,so the round patch is the face top of "fat" side with the 2 seams of the shell forming his breast & wing area,glue on head,1/8 in. wiggle eyes & yellow triangle for beak with dab of red below it & on top of head behind eyes. Stand is 1 in. brown heart glued to his bottom & 1 fake maple leaf is his feathers. So The nuts are the babies & bigger pine cones adult turkeys!! Sorry I can't post pics. They are cute & easy. My pics are hiding somewhere DD keeps telling me she'll get them out. She did put them on a backup system "Free Agent" be nice if she would teach me how to use it !!LOL She is very busy with work & kids!!Jan

Oh Bonnie!!!! Ewwww. Ewwwww. Double Ewwww. lol

Cooked bugs for dinner-yum!!!! No I would never put a pine cone in microwave it heats from inside out so could explode!!!More moisture inside pinecone I think more likely to explode! Plus the paper towel you put them on might not contain the sap & what if the sap sprayed all over the inside of microwave. Near impossible mess to clean up. Regular oven safe if you don't forget them- they are wood & if your oven is known for overheating could start a fire. So stay in kitchen while "cooking" sap & bugs out & have a timer on, Don't go over 220 degrees for 30 min. max. Oh, If they are on flat cookie sheet turn oven off & leave in with door open, they could roll while you are moving them so let them cool some before taking to counter. Don't need burns just safe crafting!!Jan

Another way to remove pitch is to use cooking oil or most anything with an oil base. Might be fun to try oil based scents, not only will your decorations look good they will smell good as well.