If you know anyone in industry or a mechanics shop, they have spill pads that repel water and soak up hydrocarbons (oil, grease, fuels, etc). Put your pins in a bucket and add as hot of water as possible, the oil should "melt off" and be lighter than water and float to the top. Use the spill pad to soak it up, then you can retrieve your pins without having to bring them through the mess at the top of the water. I've never done this with pins, but have done it with parts at work
X2
Couldn't you try boiling water with detergent? Fully submerged, agitated and the grease might dislodge and float to the surface.
I would try the easiest, least toxic method first, before I used gasoline, acetone, varsol, etc. and well before I tried to bake it to carbonize the grease. Those latter methods all convert one mess to another that then needs to be addressed.
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