Castrol super clean, and water! Do this on a warm day soak the wood in straight super clean, let it stand for 15 or 20 min, and rinse with cold water, do the soak and rinse thing until you no longer get an oily sheen on the water running off the wood when you rinse it done this several times, and have yet to destroy any arsenal markings in the wood. Let it dry for at least a week somewhere warm, then you can move on to steel wool, and whatever finish you decide on. I was told NEVER use oven cleaner, as it destroys the wood, along with the dirt and cosmoline.
I use Behr's Tung oil finish with good results, most Ace hardware stores carry it, it's tung oil, boiled linseed oil, and some dryers added so you don't have to wait months between coats.
Give this a shot, I have used it on a few guns who's wood was BLACK with cosmoline, and god knows what, and they turned out beautifully, just take your time, and be patient, the end results will be worth it!
Hope it helps!
John