They aren't named in-universe or outside.
The skull-headed monster appears in 4 episodes within the trek universe, each time in a "Klingon Training Program". Evidently they're "Alien Warriors"..."from Klingon Mythology".
DS9 Way of the Warrior :
"Worf is wielding a Klingon saber, fighting a hulking ogre-like
monster from Klingon mythology."
TNG Where Silence Has Lease :
As he rolls catlike to his feet, the massive form of an ALIEN WARRIOR
leaps onto his back bringing him back to the ground. The alien raises
a club-like weapon over his head and swings down at Worf's head.
TNG New Ground :
Alexander is wearing a small practice robe similar to the one we've
seen Worf use. He is fighting the SKULL FACED ALIEN, seen in previous
episodes, with Worf's bat'telh sword.
TNG : The Emissary
Then, seemingly from nowhere, a massive ALIEN WARRIOR springs into
view, charges at K'Ehleyr.
Out of universe, this article on Memory Alpha describes the origin of the Skull-faced Warrior. Evidently it's the same mask used for Skeletor in the 1987 flop "Masters of the Universe"