Tax refund sign out to third party?

question on my parent tax refund they got a check, but don’t have a bank account at all. They sign the back of the check and made is payable to me, where I have a bank account. When I try to deposit for them the bank said they do not deal with government check that made payable to someone else. I went to walmart to see if I can cash the check refund for them. They look at the idea and everything was good, but since the back is have written payable to me and cross a line through with their initial on it, walmart said they cannot cash it. I ask them are they sure both cashier said they are sure and cannot do it. What can I do with the check refund for my parent now, send it back and wait for the government to reissue another one, or can they go open an account at the bank and deposit in?