I think this is a valid question. Been there myself with controllers and keyboards and T.V. remotes. They are electronic, and you don't want to get water into the buttons, etc. So a wet soapy rag seems to be a bad idea.
What I do personally is wipe it clean with a paper towel, then I take a wash cloth, get it wet and soapy(with dish detergent), and wring it out really well BEFORE wiping my controllers. You will still have enough water and dish detergent to get the grease off, no problem. Then dry again with paper towel.