An oily substance such as a mineral oil or vegetable oil works well. Some add a few drops of tree oil too. Dip it in for 20 seconds or so. It will take a long time for it to go away. I would also suggest to wash the bird's legs in some soap as well to get off excess crusty scales.
Wash the birds feet and scrub the with a brush and put vaseline on the feet do it foe a week. : )