Try some degreaser spray stuff and let it sit for a minute or so then scrub at it with a tooth brush. Thats what i do if i get any on my exhaust link pipes (stainless steel CCC jobbys) always comes up a treat for me. and i get plenty of lube on them, got a scott oiler which doesnt like to play ball. its either tiny bit of old or when you give it a bit of stick masses of oil.

I went for the masses so my chain would last. I dont mind cleaning it when i have time.

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Plough on