Yes, your neighbour is winding you up
The only things are that the sheep must be tagged, they must be clean and dry, and if they have very woolly bellies they may want them trimmed - oh and you have to sign a thing to say they have had no meds or treatments within the withdrawal period.
Ideally they should have been kept in overnight without food so they have empty insides to help reduce the possibility of contamination. We get round this by taking the sheep in the day before, just before the abattoir closes for the day (by prior arrangement)
I very much doubt you will get the heads back - the only way for that I can see is if a tup dies at home and you hack his head off before he's collected by the knacker - who may want the tags. From the abattoir's point of view, and legally, the brain has to be disposed of on site and unless you have very special permission, and I've no idea how you would get that, you will not be able to take the heads.
What you can do, again by prior arrangement, is to get the horns back. The first time we asked we got a few sets back, but the really beautiful 4 horned ones were absent - turned out the vet had taken the heads for his wall! The second time, fortunately Mr F had gone to collect them, not me, because he was presented with some very indignant heads and a saw, for a bit of unusual DIY
For the skins (not fleeces incidentally - those are shorn off), as you have problems you will need the license Bionic mentions.
For the tv cameras, just be yourself. The sheep should be admitted by an abattoir worker, perhaps even the vet as they will be going by the book, so you will have help. You do need to be able to reverse your trailer in public
so might be worth assessing the place first ie go and watch others delivering their animals to see how they do it. When getting the sheep out of the trailer, we find it best to climb in behind them and move them out. Don't drag them by the horns, or let the abattoir worker do that either.
ps the license is to remove the skins from the abattoir premises, and as proof that you have the correct facilities at home, to keep live animals from dead products.
There are various threads on here about how to deal with the skins once you have them. For example, within a couple of hours of skinning you need to get them salted.
Our abattoir sends all their skins to a fellmonger who takes them to the tanners (in a horrid dripping pick up). They used to be exported to Russia and other cold countries, but I think the market has shrunk. We have no problem getting our skins back, we just don't get the extra we would be due if the abattoir kept them.