Put a sock on your hands! Or take them down and clean them in your shower with liquid soap or shampoo and a mop!
A microfiber cloth works well, too.
Take them down, soak in bathtub, with dawn dish detergent, use a soft brush to remove dust. Place outside to dry before re-hanging them.
I do it the same way as Susan except I rinse them off first, then soak them in a tub full of water with Oxiclean dissolved in the water. Even the cord come clean. Lots of rinsing and then I dry them hanging on the clothesline. If it's nice out, you can hose them off and soak them in a kiddie pool.