NO NO NO, BE extrememly careful cleaning coated headers
DUDE, if you use laquer thinner or any other harsh chem, it will remove the oil and the coating. This is worse than leaving the oil on it.
Call the MFG of the coating. They state only soap and water, not any cleaner that is basic (meaning a pH greater than 8 like Castrol Super Clean or other Degreasers).
I highly reccomend leaving the oil on there. Eventually it will cook off. If you want to pre-clean most of it off, use Simple Green. It is pH balanced and bio-degreadable so it should not hurt the coating. Also, do not scrub with anything that will scratch the surface. If you can wrap the oil spot in a soaked towel of Simple Green that would be best.
The coating is only 1.5 though thick. Half the thickness of a human hair !
Good luck, cleaning car parts sucks.