A Not So Hairy Question

Val and I changed the sheets and covers on our bed earlier today, and as usual, my pillow case and the sheet near where my head lays were dark from apparently the oil and grease from my head. My head gets shaved ("sheared," according to Val) every two weeks, so there is very little, if any, hair to contain the oil/grease from my skull.
Do any other guys, or gals, out there have the same problem, and does your spouse/significant other never fail to joke, mock or make "light" of the situation? I'm looking at you, Mark and Jen, for some information or advice, including cleaning tips. You, too, Prego.