I found this pin that explained that you should use baking soda and hydrogen peroxide to clean your cookies sheets. You make a paste and rub it on with your fingers. I thought it was worth the try.
I quickly found that rubbing with my fingers wasn't going to cut it. I needed to scrub and scrub hard.
You can see the splotchy oil where I have started scrubbing.
Once I spent time scrubbing it pulled up a lot of gross junk.
In the end, it looked a lot better. I tried scrubbing with just soapy water before. This definitely had better result.
Even though it is improved, it is not totally clean. When you run your hand across the surface, you can still feel and even see where the baked-on oil was. I have since looked at other pins and found this one. She made the paste and let it sit. No scrubbing and it came clean. I think I might try this one next.