Demodex Solutions (http://www.demodexsolutions.com) has a shampoo that works great. I think the main ingredient is metranidazole. Coating your scalp with vasoline or cold cream gets rid of them too, but then you have to deal with greasy hair, but you can wear a rag on your head.
It takes a long time to get rid of demodex colonies. I had to treat the mites on my face for eight months before my face cleared and it was over a year before they finally stopped trying to come back. I haven't had a pimple in several months now. I use Ponds cold cream. They hate it. I've put it on my scalp too when it feels itchy. It works.