I agree, it can happen with any pet. Moe (not a basenji) will roll in anything, the nastier the better (or so he thinks). He has come inside with some crazy gooey stuff stuck on his coat, and he hates being bathed more than Cody. We've had cats splash through paint while we were painting boats, wood stain, and all kinds of stuff.
For the oil incident though, the baking soda helped a lot. I caked it on the oily areas and rubbed it in good, then I took the wash cloth and lathered it with Dawn and scrubbed the areas lightly. It took a while, but I really didn't want to risk him grooming himself and ingesting any oil.
LOL Basenjimama! I can sympathize. When I first adopted Cody (er… became his slave) and gave him his first bath, I think every inch of my bathroom was cover in either soap or water, and that happened every time I gave him a bath to a lesser degree. While sometimes the shower is a little awkward, it is easier than trying to keep him in the bathtub.