When I sat down to write my list of Christmas makes this was one of the first things to go down. It is very simple to do and is relatively cheap.
You will need
A jar or vessel suitable for use with bleach that will house your pine cone
A lid or plate to put on top of the jar to hold down the pine cones
Put the pine cone into the jar, if they are fully open they will hold the bleachy liquid inside when they close up, if they are closed the insides will remain untouched or take less of the bleach effect.
I use a solution of 50% bleach to 50% water and pour over the pine cones.
The pine cones will close up and float so they take up less space in the jar, you will need to put a plate or something on the top to hold them down. I used a saucer and a tin of beans! You can also feed in a few more cone to fill up the capacity, however, the later they are added the less bleaching will occur.
You need to keep the cones immersed in the liquid for about a week, the liquid will go a dirty brown but it is just doing its job. Throw away the liquid and leave the pine cone in a safe place to dry out.
Quite a contract to the cones in their natural state, they look nice mixed together with some unbleached ones for a simple display, but I have a few other ideas I will share later.