I once buried a LOT of chicken guts etc, in a just-built pile.
I was a bit worried they'd smell before it had a chance to heat.
Not a whiff escaped, and when I gingerly turned it a week later, they had pretty much disappeared.
Don't cook them whatever you do, unless you want the smell of cooked fish guts permeating your neighbourhood...
I'd put a fair amount of carbon-rich material in with the guts to balance the nitrogen out.

Yes, if you bury them deeply enough in the pile, there won't be a smell.

I once had an entire bin made of nothing but fish, mainly Haddock parts. Now, that smelled. And caused some neighborhood heartache. One of my neighbors asked me to hang two clothes pins from trees, one on each end of my property, so she could put one on her nose when she was walking by from the east and another one on her return trip past my property from the west. Oh, that Marge T.! What a card!

Something bizarrely macabre happened to that ill conceived storage bin. I went out after three or four days and I'm sure I screamed out loud when I got up to the bin to find all the Haddock heads and noses facing outwards and half pulled through the wire of the bin. So, I'm faced with dozens of dead Haddock who look like they spent the evening trying to escape the bin. I suspect a raccoon was behind the horrifying scene staging.

I agree if you bury it well enough with carbons/browns, you should not have a problem. A friend once gave me a ton of catfish guts and while I smelled it once when I turned the pile, the odor was gone as soon as I covered up with some leaves. Cooking the fish is not necessary. It is amazing how fish bones disappear in time!

I can dispose of ~300 lbs of fish offal in a 4'x4' pallet compost bin by layering it with wood chips and shredded paper. Other than a light asmmonia odor a week or two later, there is no other discernible smell. Key is to keep fish more than ~8" from bin sides, layer it no more than 2"-3" thick and to cover each layer well with browns.
I made about 10 such piles this year and all resulted in nice compost.

Thanks for all the advice! Guess I'll have to bury them carefully after all.

You don't really need to be that careful. Like josko says, if you keep them far enough from the sides and top of the bins, the odor won't permeate.

This is one of those items I don't put in my compost pile. I know there are ways of doing it without the problems, but there are easier and safer ways to dispose of them: I give them to my 4 backyard chickens. They love meat and need the protien when producing eggs. OR I bury them directly into the soil. This elimintes any chance of odor or pests going after them in the pile. Many composters get stuck on the 'pile'. The pile is great for a lot of reasons, but for some things it is much better to use the 'bury it and forget it' method. This includes meats, cooking oils, dairy, bones, woody plant stalks that take a long time to break down and anything else that is compostable that you don't want in your pile for one reason or another. To make the most effective and pleasant use of your waste, your composting strategy should be multi-pronged, not just 'the pile'.

dfcash55 - wise words about different strategies!