I've done it with a few skulls. They work better if they have been bleached white.
I lightly spray the skull with a lacquer sealer, cover all the bone, let it dry and then I use a lacquer based glaze/stain, (I use van dyke brown from sherwinn williams) I either pour or dunk the skull in the glaze, you gotta make sure to get all the skull covered or it will look bad, the nasal passages will come out rather dark. Pour off the remaining glaze, then take a rag and wipe the skull clean, removing the glaze as you see fit. The glaze will highlight the fissures in the skull, and crevices and creases, the teeth, any holes for nerves, vessels etc.....
To finish it off I spray a couple coats of a rubbed effect lacquer to seal the glaze.
I think they turn out really well if you take your time. I'd post some pics but I've either sold or mounted my skulls that I've done.