I usually use any kitchen cleaner first, to get rid of the grime, and then I follow with Windolene. I find the Windolene brings up the shine & gets rid of the smudges. I find it much better than baby oil, which just attracts dust and leaves behind a coat.
No dust or coat on my oven (however I must point out I have used my hob very little and only once the ovens as we have a solid fuel range so no grime/grease) just find baby oil leaves lovely shine on steel, especially the cooker hood.