The most non-caustic option is a pressure washer. Doesn't take much pressure to blast the gunk free and leave your wheels clean. Barring that, they do make wheel cleaner that works fairly well. I personally wouldn't use oven cleaner, though.
Meguiar's Hot Wheels cleaner. It's safe for any kind of wheel, painted or not, and has not damaged any vehicle I've used it on over the past decade or more. Use a soft body brush (nothing harsh) after applying and your wheels will look new in less than a minute per wheel.
I usually use a vacuum cleaner or dry paintbrush to remove the dust that barely sticks, then either a car wash or just dishwashing liguid (well diluted, of course) and a soft sponge to remove the rest. I would not use oven cleaner even on painted steel wheels, much less on aluminium wheels.
Invest in a good wheel brush and it will make life a bit easier. If some that dust won't come off than try claying the wheels.
Once the wheels are clean, use a good hard wax on them to help with the next cleaning. Collinite makes some that are good and inexpensive. You can buy special wheel wax but I find it's usually over-priced.