Without pictures, not sure how much help we can be. But, if you're certain it's just a grease stain that won't come off, you can try the following in increasing order of aggressiveness (and thus, caution):
White vinegar
Rubbing Alcohol
All-Purpose Cleaner (recommend Meguiar's for OTC availability and cost)
Clay bar
Meguiar's #105 polish with a microfiber and elbow grease (no pun intended)
All should be safe for a painted wheel, so long as you don't let it dwell too long or dry on there AND you properly protect the surface thereafter. OTC Meguiar's #21 Sealant and/or Nu-Finish is super cheap and provides decent protection.
Bookmarks