I will show how I clean them up but I will warn that if you have the softer plastics from the intro box 35000 then you may just have to deal with how they turned out like the rest of us.
I have a technique I can share on that! I learned it from Worktroll: when all else fails, use fire. You'll need a medium-sized paper clip, some electrical tape or the like, and a small candle (tea lights work great). Bend out one end of the paper clip to form a working tip, then wrap the remaining oval in the tape a couple times to form a handle. Light the candle, and hold the tip of the tool just above the flame. It'll take some practice to find just the right position and time in the heat; you want it hot enough to melt the plastic, but not so hot that you can't hold it (obviously) or where you get a lot of soot on the tip. But once you find that sweet spot, you can easily use this little tool to clear flash, "scrape" away mold lines, smooth fuzzies, and even do a little sculpting. It just takes patience, but surprisingly little actual effort.
This technique works best on the soft plastic miniatures: the old Unseen from the 3rd Edition Boxed Set and the ones from the 35000 and 3500A boxed sets. It does not work as well on the hard plastic from the PlasTech box, the 3500B (Atlas cover) Intro Boxed Set, or the lance packs, but they're less likely to have the extreme flash, mold lines, etc., of the earlier sets anyway.