From the wiki, a known bug:
Re-entering the Glenmoril Cave during Blood's Honor makes the Witch Heads droppable. During the Purity quest, in which you must attempt the removal of Farkas and Vilkas's Lycanthropy, you must have one Glenmoril Witch head in your inventory. When the quest item glitch is initiated the NPC's do not recognize them in your inventory and make the quest impossible to complete. To resolve this, simply have your chosen NPC follow you during any of their side quests. Before completion of said quest, go inside of Glenmoril Witch Cave. Finish the quest, re-speak to them and the Purity quest activates, permanently turning all of the Witch heads in your inventory to disposable.
Also, if I recall correctly, the witches respawn after a long period of time. So another fix would be to just wait for a few weeks, then re-capitate (heh) the witches.