I setup my instuments myself so I always need feelers especially when I adjust the truss rods (relief measurments).
I know many complain about the amount of oil they come with and they are kinda right.
I've bought several feeler gauges, some were 4 times the price of these, ALL of them came with oil applied to them.
Why? To prevent corrosion.
And from the moment you clean them up and start using them the clock is ticking, it's just a matter of time.
All in all, just clean the feelers you'll be using the most, leave the rest as they are, and don't forget to at least wipe the ones you use after you're done (to clean them from sweat, body fluids etc. that will accelerate the corrosion)