The initial cosmoline removal was pretty easy with my Yugo SKS. Paper towel wipedown followed by mineral spirits and such.
Whenever I went to the range, however, it would start to sweat grease.
I went to re-refinish it last week and had a heck of a time getting all of the cosmoline out of the wood. I would Easy-off the stock, scrub it with a greenie, rinse, and repeat. Every time I thought I was done, I would notice a greasy spot on the stock, then more and more as the stock warmed up in the sun. Applying heat, via a heat gun, to an apparently grease-free portion of the stock was rewarded with grease bubbling to the surface.
I finally gave up getting every last bit of grease, so I gave it one last Easy-off treatment and let it dry indoors. That cleaned the surface enough to stain and spray varnish it. It looks pretty nice now.