Hi Freudendal,
What has worked well for me is scrubbing away the rust with a soft bristled toothbrush and a metal polish paste called Autosol, which is German but I think available most places. I then removed all traces of the Autosol with a soft rag and (following tips I picked up here on the forum) applied several coats of natural beeswax to the outside surfaces of all my No.36's and then polished off, again with a soft rag. Both my bare-metalled examples and those with their original lacquer intact now look excellent. The beeswax polish is also very indoors-friendly and won't harm carpets, furniture surfaces etc. giving you lots of display options. I have also used beeswax on my ammo-boxes and most recently on an 84mm Carl Gustav drill A/T round; so far it has worked every time.
Something else you might want to consider doing is stripping your No 36's completely, including the removal of the centre tube. Then scrub out the inside of the cast body with whichever rust-remover/preserver you decide to go for. What I then did to mine was apply a coating of gun oil with a soft cloth.
Mills grenade centre tubes can sometimes be difficult to unscrew; if so and, because they are very delicate, removal should only be attempted with a proper tool. The original tools are pretty rare and are collector-pieces in their own right. However, if you search through fellow-forum member Gothica7 posts, you should be able to find details of a tool he had custom-made to do this job.
I must agree with Pointblank0 that your new grenades are very nice and I wish you every success in your efforts to restore and preserve them.
Kind regards,
Bannerman