Whatever you do, don't put it in your oven.
I use a dishwasher, no detergent and without the heated dry feature. Or you can give it a hot water bath in a 5 gallon bucket with warm water and a couple of drops of dawn. Repeat until the oil doesn't seep out any longer. I have also tried the sun method. Put a ball cup in a 5 gallon bucket, put the ball on the cup and cover the entire thing with a dark colored garbage bag and sit the entire thing in the sun for a few hours.
But again, do not put the ball in your home oven. You might get away with it, but odds are, you will ruin the ball.