Bees' wax works. I rub it on the horn, then hold over an electric stove element or use a heat gun to melt the wax (don't overheat), then rub it out with a soft cloth while warm. Make sure not to overheat the horn. I've done it with bison as well as cow horn. If visible wax remains, reheat and rub it out until it's gone. I've also wiped horns down with linseed oil.