Whatever you do, dawn dish detergent and ammonia, or solvent, alcohol...etc. Do not run it through the dryer after you machine wash. The heat from the dryer will set the stain with little hope for a second chance. Just air dry it to see if the stain is still there, rinse and repeat as needed.
From Martha’s Stain Removal Guide: http://images.marthastewart.com/images/content/web/pdfs/pdf3/stain_removal_basics.pdf For grease, butter, mayonnaise: Treat area with a dry solvent (such as mineral spirits or acetone) in a well-ventilated room. Using an eyedropper, rinse with isopropyl alcohol; dry well. Spray diluted dishwashing-soap solution on any remaining residue, and soak the item in an enzyme detergent before washing.
Dawn dish detergent takes out oil stains really well, even when they've been there a while. Pre-treat stain with a small amount of dawn then wash as you normally would. Good luck!
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http://images.marthastewart.com/images/content/web/pdfs/pdf3/stain_removal_basics.pdf
For grease, butter, mayonnaise: Treat area with a dry solvent (such as mineral spirits or acetone) in a well-ventilated room. Using an eyedropper, rinse with isopropyl alcohol; dry well. Spray diluted dishwashing-soap solution on any remaining residue, and soak the item in an enzyme detergent before washing.