Before filing, nothing. Before grinding I used to wash them all and brush them in the wash tank with stoderd (spell?) solvent (Stanisol) and then blow them dry.
Now, if they are realy oily, I wash them in hot water and Pine-sol, brush them a little while they are in the soapy water, then blow them dry. If I do this, I then spray them with whatever kind of spray lube I have around after they are ground.