I tried baby oil.. didnt work.. plus also be careful you wash it all out as ive heard in one case mum forgot to wash it out and bub's head got burnt through the back window of the car!
But with Jesse i read to use sorbelene. Rub it in, leave for a couple of hours then wash out with shampoo, wash vigerously, then towel dry vigerously, can brush too if you want and repeat those steps. Jesse's was gone in a day doing that.