The best way to remove grease form a back splash is by using vinegar warm vinegar works best. It counter act with the grease. Spray it on leave for about 10 to 20 minutes and wipe away.
Make sure all appliances are off! Mix a cup of ammonia in a gallon of water. Scrub away! It should take it right off. Just be sure to open a window, because ammonia is a very potent cleaner!