They can look a bit greasy sometimes but I think this is normal especially when there are a few in together. Have you greased the wheels at all and they are rubbing it on their fur? Have they been storing oily or wet food then sleeping in it? Maybe they have a lot of oil rich seeds in their mix? It should clean off but grease seems to take ages to wear off. I think you can dust them with cornflour for a dry shampoo but I don't fancy trying to dust a robo then brush it out