I found a magazine from the late nineteenth century that talks about this factoid a bit. Some adventurers traveled through Africa, going into Somalia at one point. They saw some graves in a place called Henssa, which had a stone for each enemy the deceased killed during their lifetime. The article later mentioned the Danakil tribesmen, but it isn’t clear if those tribesmen are the same as the ones in Henssa. I’m not too crazy about the article since it seems to be reeking of nineteenth-century colonialism, so I wouldn’t consider it a reliable source.
As a sidenote, the Danakil tribesmen actually prefer to be called the Afar people, since the Arabic word Danakil is offensive to them.