Yes. You need to use 301 redirects to redirect the subdomains to the real site. This can be accomplished using Name Virtual Hosting settings on your Web server, or possibly using .htaccess. It depends on how your server is set up, and how much control you have over it.
But then you'll want to leave the subdomains in place for a very long time, so that traffic keeps getting redirected. But with the 301 redirects, there won't be any penalty.