I used UV resistant lacquer, but it can be a real pain in the bum if it doesn't go on right as you then have to polish that back too.
Some people use ceramic coating liquid.
Some say to clearcoat them but others say it can damage the headlights so I used Chemical Guys Jetseal as I had some and it seems to be working fine . You can also use a carnuba wax the same as you would on your paint . If you wax/seal the headlights the same time as you do the rest of the car you should be fine . So many sealant products on the market now I`m sure most would do a decent job it`s just remembering to do them
I did a comprehensive refurb thread a while back. https://z4-forum.com/forum/viewtopic.php?f=2&t=125218&p=1785852#p1785852
After polishing I laquered with some Spraymax 2K clearcoat which has a separate hardener component. No detrimental effects whatsoever and almost a year on and they're still looking tip top.