How to get sticky grease off of glass?

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Any tips on how to get greasy residue off of glass? I just bought some delicate glass "shades" for some wall sconces I have. They are covered in something really tough to get off. I tried Windex and it got a little off. Then just soap and water and that got some more, but I could be here a long time trying different things unless someone has something a little more powerful. Thanks for the help! (can't use anything abrasive, it might hurt the finish so nothing baking soda)
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