I generally clean mine after each use. I have been slacking lately though, and I have been throwing my older equipment which has a lot of games without an oil removal. Also, my dads arson pearl is pretty much full of oil, so I will hit that one too.
On a side note, a friend just told me how he removed the oil from his first blood and brought it back from death. He took a five gallon bucket, drilled 6 1" holes 3 inches from the bottom, put his ball in it on an empty duck tape roll, put the lid on, drilled a hole in the top to stick a hair dryer through, and ran it on low for a couple hours. Has anyone done anything like this? Is it safe?