If you google "prion oxidation" you'll see that there has been some research into this over the last 10 years, though it seems to be a minor focus of the overall field. There seems to be some interest currently in using ozone to inactivate prions. One company that offers a ozone-based sterilizer claims to be testing for effectiveness against prions, but that is an extremely long-term process (you have to isolate prions, subject them to your sterilization process, then inject them into the brains of mice or hamsters and wait to see if disease develops).
If you're curious as to how researchers sterilize material in the lab, I may be able to shed some light on that (I worked in a prion lab in 2006-07). Generally, disposable instruments and materials are used whenever possible and incinerated after use. Glassware is submerged in acidic detergent and autoclaved for 4 hours at (I believe) 132C. As far as I know, there is still no known way to completely sterilize stainless steel instruments - this was being studied at the time in the lab where I worked. Any piece of equipment that came in contact with human or bovine prions was kept in Biosafety Level 3 facilities permanently. I'm not sure what the decontamination process was for retired equipment. Separate equipment was maintained for "non-human pathogen" prions - hamster, mouse, etc.