Pretreat the grease stains on the cotton sheets with either heavy-duty laundry detergent or a specially formulated pretreatment laundry product. Rub the detergent into the stained areas and let it stand for 30 minutes.
Launder the cotton sheets in hot water. Measure an appropriate amount of laundry detergent for the load size. You can wash the stained sheets with other linens, if desired.
Inspect the stained areas before you dry the sheets in the dryer. Air dry them if you're not sure the stains came out; it may be hard to tell with wet sheets.
Repeat Steps 1 and 2 as needed to fully remove the stains. During repeat washings, add bleach to the washer according to the product directions -- either chlorine or color-safe depending on the sheets.