[acchow]

Haven't tried, but I bet vinegar would wipe it down pretty well.

[rpenm]

Wiping with vinegar will cause rust. You want to go the other way - alkalis will convert grease into soluble compounds without damaging the steel.

[karlkatzke]

So say something like a solution of baking soda and water?

[rpenm]

Yes, but it'd be very slow. Lye would be much more effective. But any solution strong enough to saponify the grease will be strong enough to damage your skin, so use gloves.

I usually just burn it off.