For the most part they aren't actually "lenses", but simply covers, usually made of some type of polycarbonate material or some type of glass. A few, TIRs for example, and the lens found on the Fenix E05, do actually bend the light, but usually it's just a clear cover.
In any case, they all need to be treated gently. The suggestion for a camera lens cleaning kit would be good for a glass cover, but even better is to get an eyeglass cleaning kit with cleaner and tissues. Most eyeglasses these days are made of lighter weight poly material, similar to that used for flashlight covers, and those kits are designed not to scratch that material, and it also works well for the glass covers which often have a delicate anti-reflective coating on both the inside and outside which needs to be cleaned gently and only as often as absolutely needed.
First, blow off as much debris as possible. Clean canned air is best, but not required. Then, don't spray the cleaner directly on the cover, spray it on the special tissue first and then gently wipe away any remaining dust or dirt.
One of the advantages of using the eyeglass cleaner and tissues (or similar camera lens cleaning kit) is that it usually will help keep the dust from returning as quickly.
In a pinch you can always use a clean micro fiber cloth (these clean up easily, just a bit of soap and warm water, then air dry). Breath on the cover to deposit a bit of moisture, then gently wipe.