Shave and a haircut. Poor baby. You don't want him licking the stuff off.
You tried a warm bath with soap? Wrap him well in a towel before submerging and be ready for a fight. Then keep him indoors until totally dry.
Good luck. You may want to increase your life insurance before you start.
Mary

Check with your local gas station - they can recommend something for dissolving the grease but keep in mind you'll still have to wash that off.