Rub some Swargega or similar into the oil until it starts to lift, then wash the clothes as normal. I used to work in a dry cleaners and this is what we did with any oil based stains.
Pussy's method is what I used to do with oily coveralls. That, and a handful of Swarfega in the machine itself. The only problem is with any polyester in the material - the oil can act on it like a permanent dye, making it impossible to remove the stain fully. Give it a go.