If it's a small lawn you could dig each one out with a narrow trowel. Or you could treat the whole lawn with a selective lawn weedkiller. This works by being absorbed in greater quantities by wide leaves, thereby not harming the grasses thinner leaves. This takes a week or so to work. Don't compost the grass cuttings for several weeks after treatments. As a stop-gap, pick off any yellow dandelion heads before they set seeds.