I would contact whoever coated them and get their recommendations. My headers were coated by HPC and Steve Dekker gave me very simple instructions to remove stains and tarnish. I used a fine scotch brite pad and Wenol. Your coating may differ, so contact the manufacturer before using any chemicals.
Most of the time I've found you can polish stuff like that out just like you would if it were aluminum. I'd start by using mothers mag/aluminum paste polish. If that doesn't work try some 0000 steel wool followed by the polish. Then as a last resort go coarser in grit like the scotch bite pads.
Don't use anything abrasive (scotch brite or steel wool)or you will scratch the finish. Use a polish for uncoated aluminum. I use 3M mag and aluminum polish.
I use a felt bob on my Dremel tool and it takes off all the oil stains and leaves an as new finish.