Try using a Mr. Clean Magic Eraser with some water and elbow grease. This should take the stain out. Paint after it's dry.
Use a liquid deglosser like Oops or Goof-Off to break the oil film. Sand it down and repaint once the area is dry.
Use a washcloth with the hottest water that you can tolerate. Put some Dawn dishwashing liquid on the cloth and scrub, being careful not to damage the painted area. Rinse off with a damp, warm cloth. Fels-Naptha soap used in the same manner can also be helpful. Allow to dry before painting.
Scrub with Lysol Disinfecting Wipes. Allow the area to dry before painting.
Paint it over the grease stain with white pigmented oil-based sealer. Before you seal the paint, wash residue from the wall area and allow to dry.
Remove the a tough grease spot with a solution of 1/2 cup of vinegar and 1/2 cup of warm water. Allow the area to dry before painting.
Use degreasing products found in most stores to remove the spots. Examples of these products are Mean Green, K2R, Greased Lightening and Murphy's Oil Soap. Always allow the area to dry prior to painting.