Perhaps using the slow rust method isn't as sensitive, but for using Plum Brown, or any bluing methods I've seen (and worked with), having a absolutly oil free surface spells the difference between success and failure.
The steel wool seems to be treated with some kind of wax or oil so it doesn't rust on the shelf of the store.
For browning/blueing I always clean the steel wool I'm working with.
For use on stocks between coats of finish oils there is no need to clean it because it's rust protection will not effect the stocks finish.
I have used acetone, MEK, Lacquer Thinner, Muratic Acid and Lye for degreasing steel wool. The Acid or Lye seem to work best.
Speaking of using it on stocks, it is highly recommended that you Don't use steel wool if you are going to stain the wood with a water or alcohol base stain, or you are going to use Aqua Fortis or other caustic fluids.
The small fragments of the steel wool will get into the pores of the wood and rust from the treatment. This will give your stock a freckeled appearance. Of course, it it is a red headed gun, it might be kinda cute, but for any others it is more like giving the gun a bad case of Zits.
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