I am with Hot, but my rods are usually cast nickel silver, so I have no adherence problems. I do not even bother cleaning the oil off the pins. You might think my models are thus junk, but I have a bunch of first place ribbons.
Most operating steam seems to have bare rods - easier to check for cracks, I guess. They get painted when on display to inhibit corrosion. Most of mine are painted right along with drivers, then weathered with a mist of something out of the airbrush while running.