I assume your just talking about the outside of the tanks. How old are they? Can you post any pics? Most steel scuba tanks are galvanized on the outside, some with a coat of paint on top, and therefore should not have oxidation, ie. rust, from normal usage.
Having said that, you might try rubbing them with fine emery cloth available from any hardware store to remove light rust. That certainly will not damage the tanks, although you might possibly be removing some of the protective galvanized coating.
If the tanks have deeply pitted rust areas that developed after the hydros, I would not recommend grinding the surface smooth without first having them examined by a hydro testing facility. You can take them directly to a fire equipment company for that instead of to a scuba shop which will only send them out anyway to a hydro facility. You probably should get them tested again, and if they pass, then get the tanks galvanized.