They have only learned how to deactivate or "kill" prions in the last couple of years, and it's difficult and still experimental. Cooking does nothing to them, neither does bleach, autoclaves, or any sort of sterilization.
One method involves sudden heavy pressures - they discovered this in Canada, kind of like a reverse hyperbolic chamber. One method uses chemicals, including hydrogen peroxide. There is a third method that I can't remember.
Prions are pretty scary things, I hope that CWD doesn't cross species, but I suppose it doesn't hurt to be safe.