I use baby oil to help try and remove it, I try to rub said baby oil around the edge of it and wait a bit for it to soak in, and then apply a bit more before trying to remove it, then once I've got a bit of it off, use more baby oil under it to try and help, still get a red mark from where I've got impatient and pulled that last bit off when it didn't want to let go, because yes they stick to me like superglue as well. And yes I normally end up with very oily fingers - I tried using cotton wool buds to apply and use said oil, but I can get more accuracy just using my fingers to apply it, also I'm pretty sure the cotton wool soaked up most of the oil anyways.
I also got myself some large alcohol wipes (from Amazon) to wipe the remains of the sticky stuff off my arm as well.