I don't know how the pros do it, but here is the version that has worked well for us...
The horn sheaths need to come off before you do anything. There is a bony core inside, covered with soft tissue, covered by the horn sheath. Sometimes the sheaths are already loose when you kill the antelope, but if not just remove the hide and as much meat from the head as possible and let it sit in the garage until they get loose enough to pull off. You don't want to boil the horn sheaths. They are basically just really stiff hair, so you have to be a little gentle with them. Scrape out the horn sheaths as much as possible, and you can rinse them out but make sure you dry them well. Fill the horn sheaths with borax and let them sit for a couple of weeks. It will help dry out the inside and keep them from smelling.
Once the sheaths come off, you can boil the rest of the head and get it completely clean and bleached, just like you would a deer. When you are ready to reassemble, brush borax out of the horn sheaths, mix up some plaster of paris, put some plaster in the sheaths, and place them back on the cores. They would not naturally rest right up against the skull, so pay attention to how far you set them. Wipe up any plaster that squished out and even out the bottoms and let it dry.
You can get the peroxide at any beauty supply store. It always makes me laugh that no matter what store we go to, if my husband is the one buying they always ask if he's cleaning skulls.

. If you like your skull nicely whitened, there is an additive called Quick Blu (also available at the beauty supply) that you can add to the peroxide gel. It makes the mixture slightly more foamy, but really gives a nice result.
Good luck!