Shaving with the grain of hair and cleansing the scalp periodically both help to reduce the shine of a bald head. To completely eliminate shine, one can apply translucent powder makeup to the scalp, but this is only a temporary solution.
There are two main things that cause a bald head to shine: a completely smooth surface and oil. Eliminating or reducing one or both of these factors will decrease the amount of shine on the head.
When shaving the scalp, many prefer a smooth, clean shave. In order to achieve this, one should shave against the grain of the hair follicles. While it leaves a smooth scalp, it also perpetuates shine. By shaving with the grain of the hair, a slight stubble remains on the scalp which helps to diffuse the light.
Oily skin reflects the light and causes shine. To decrease the amount of oil on the scalp, wash and exfoliate daily with a gentle cleanser. A facial cleanser is appropriate, but there are also cleansers made especially for the scalp.
As a quick fix, a dusting of translucent powder makeup is helpful in reducing shine. This, however, is only temporary, since the powder will eventually wear away. If using this method, one should only use just enough to dull the shine to ensure there is no excess.