MEK is a great solvent for many compounds, but oil is not one of them... Acetone, although an excellent solvent, is also not a solvent for oil; actually, it's mixed with some types of oil to create "penetrating oils" for the loosening of rusted fasteners... From a chemical standpoint, xylene is a far better solvent for any type of mineral oil, but not recommended (for health reasons).
You did mention that the oil is still in the threads; have you considered a little mechanical action to clean those out? (I'm thinking old toothbrush?)
You did mention that the oil is still in the threads; have you considered a little mechanical action to clean those out? (I'm thinking old toothbrush?)