I think it's just the oils in the cooking fumes, smells, etc. Just floats on up there and coats everything. If you've got a range hood above your stove, turn the fan on high when you're cooking and i should suck most of the fumes away.
I really don't think it's some sort of super-slime. A strong dishwashing detergent, cleaning agent, anything used to clean stoves should do the trick. Perhaps you'll need a bit of scrubbing too (I'm sure there's an 'elbow grease' pun here somewhere, but I'm not that clever!) and you'll go through a few scrubbing sponges, but if it comes off now you won't have to clean it for a long time before it builds up again.
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