It looks like you take a plastic skull, take off the jawbone, and cut a hole through it big enough for the tiki torch. Then the twine tied around the skull is decoration.
Google "aging plastic skeleton", there are a bunch of tutorials, you can pick the look that you want for the skulls.
Got any pictures of yours?Yep, have done my walk way this way for years. Made my skulls out of paper mache. Cut hole in top and bottom of skull and run torch through it. i use hot glue to keep it in place then drill a small hole in the skull from the bottom and while it is inverted fill the skull with a shot of great stuff spray foam through the hole. This makes the skull more solid and holds it in place on the torch forever. I wrapped the torch from the bottom almost to the top with masking tape in a spiral then painted it black and coated it with clear enamel (I like the look) I am doing a rebuild on them but this time I am putting the skulls lower down from the top as I tend to over fill and the skull gets fuel all over it....not a safe move working with fire.