Any way to refinish rusty sheet pans?

https://www.rachaelray.com/2012/02/06/how-do-i-clean-rust-on-baking-pans/

Line with Tin Foil..............

Personally I don't think I would keep them. There going to rust again, and do you want to use them on a cookie tray, or cook anything else on them. You could find several non-stick cookie pans, Wilton, Great Cooks, Farberware, there's many to choose from. Buy flat cookie sheets, your cookies won't burn.

Put a dot If oil on a paper towel and rub into the pan. Once coated go back with another clean towel to wipe any excess off. This should keep any rust from forming.

Since cockroaches are attracted to grease and oily things, I'd throw them out rather than try to keep them rust free. Thrift stores like Goodwill always seem to have a bunch that look new if you're on a tight budget.