Scatter them to receive 12.5 Prayer XP. You can also take them to the Ectofuntus or use them at an altar in a player-owned house for increased XP, similar to bones.
Notes:
If you have an accursed urn (r) or an infernal urn (r) in your inventory, it will automatically collect these ashes as they are dropped.
It takes 125 accursed ashes to fill an accursed urn. Teleporting a filled accursed urn grants 1875 Prayer XP, which is equal to 15 XP per heap of accursed ashes.