A small amount of baby powder or translucent makeup powder is a quick fix I've used.
Here's a list of some other things you can do also:
:3 Good luck! I can't stand supersuper shiny fake-looking wigs either.
Edit: ooops, sorry, I went back and read again and since you've already used powder, you can try just washing them with wig shampoo. I think you can get that at your local beauty supply store, or definitely online. I've never heard of or tried the vinegar thing o.o If you want to try it, I would rise the powder out first just to be extra safe.