During the mission "Denial, Anger, Initiative", you will come to a battle arena where you must defeat 4 ghost kings. Amongst the 4 ghost kings are Immortal Skeletaurs. They are the ones with a shining blue sword sticking through their body.
Without leaving the battle arena, kill the Immortal Skeletaur and remove the sword. Do this 5 times and you will unlock the achievement.
You can come back at after completing the mission and attempt to remove 5 swords from the Immortal Skeletaurs, confirmed by SUPER FLY 1988 ad myself too.