Yep, cooking oils result in nasty residue when heated. I've compared the residue on cookware to polyester resins (for wetting fiberglas materials) in the past.
Not many ordinary cleaning solutions will attack the plastic-like film, IME.. I found that some carb cleaners would soften it, likely a result of xylene or toluene, I suspect.
An old cleaning trick for removing cooked-on fats/oils is to use ammonia vapors.. wet a towel and wrap the item in, or place it on the wet towel for however long it takes to soften the residue, then scrape and wash.
Many petroleum oils will eventually dry out forming a similar plastic-like film.. the old household 3-in-1 formula was one that would seize small machines after long periods of non-use. Lacquer thinner/acetone will generally soften those dried films.