White thin spots on Bushes
Burning bush's botanical name is Euonymous alata.
The white scale is Euonymous scale.
Unfortunately, burning bush has become a problematic invasive plant in our area.
Here is our page on them: http://extension.umd.edu/hgic/topics/burning-bush
As beautiful as they are in the fall, we'd recommend pulling out the ones you have and replacing them with native shrubs. Some options that also have beautiful fall color include Itea, Fothergilla and Oak Leaf Hydrangea.
That said, horticultural oil applications can be used.