i wouldent know if this is aplicable to full sise equipment, but in the live steam world it is common practice to power wash with steam and "orange goop" like cleaning gunk before shutting down the last time at the end of the season, especialy if the engin is going into the shop. the treatment might not take care of all of the "accumulation" but it will get all the non baked oil off. i have also heard of cleaning with steam and kerosene atomised together, whitch i think would take care of the hard grease common on full sise equipment.
good luck the only clean locomotive is one that has never run