USE THIS INFORMATION AT YOUR OWN RISK!

When I changed the valve cover gasket on my car, it had the same problem you did. I used a SOS pad and razer blade and GENTLEY remove it. If you are not careful you can cause scratches. DO NOT use this method on plastic or rubber for obvious reasons.

And yes i tried brake cleaner, simple green, gunk, blah blah and none of it did anything. That cosmoline stuff is pretty resistant to chemicals.