TexasCHLforum.com

In terms of Texas and federal law, you'd be good to just go get them. One of the exemptions from needing a FFL for interstate transfers is inheritance:

USC 18.992.a(5)

(5) for any person (other than a licensed importer, licensed manufacturer, licensed dealer, or licensed collector) to transfer, sell, trade, give, transport, or deliver any firearm to any person (other than a licensed importer, licensed manufacturer, licensed dealer, or licensed collector) who the transferor knows or has reasonable cause to believe does not reside in (or if the person is a corporation or other business entity, does not maintain a place of business in) the State in which the transferor resides; except that this paragraph shall not apply to (A) the transfer, transportation, or delivery of a firearm made to carry out a bequest of a firearm to, or an acquisition by intestate succession of a firearm by, a person who is permitted to acquire or possess a firearm under the laws of the State of his residence, and (B) the loan or rental of a firearm to any person for temporary use for lawful sporting purposes;

California might well have some weird requirements for inheriting guns, but I don't really know where to begin with that cluster.

EDIT - CleverNickname beat me by moments!