If you do not degrease before blasting, your media will get contaminated (even lightly) and will continue to drive grease into the metal.
I know you can degrease it off of the blasted metal, but why let it get there?
I detail strip and wash with very hot soapy water and a toothbrush before blasting. If there is any hardened oils I use Wipeout or engine degreaser to soften it, then I wash it again.
Aluminum Oxide is expensive and you may as well keep it as clean as possible for as long as possible.
