What is required is to reduce the selenium.
The same principle applies to remove rust from iron railways. Aluminium is a reducing agent compared to iron oxide, and thus reduces the iron oxide to iron, while the aluminium becomes aluminium.
Here, you'll have to find a substance which can reduce the selenium. You'll also find that selenium is found in the same group as sulfur, and hence have similar properties to that of sulfur.
Converting sulfur from sulfur dioxide is carried out as
such
Since I am not used to working with selenium, my best bet is to reply on that process, keeping in mind that selenium has typically the same properties as sulfur.
I hope it helped! :)