If the soy silk isn't dyed, washing in warm water shouldn't harm it at all. I'd use something like dawn dishwashing liquid or a wool scour, to help ensure the oil will come out.
The only related cold-water-and-oil washing I do is laundry -- and unless I heavily pretreat the oil spots on clothes, the cold water just doesn't take the oil out.
(posted by me on spinningfiber/livejournal this day)
