You can clean him with pretty much anything mild that you'd clean any pony with. Shampoo will take away the sticky just the same as dishsoap or special cleaning agents.
Be very gentle when you clean him, though. I've dealt with a few cases of plasticizer loss so far, and one thing I've noticed is that as the plasticizer rises to the surface, sometimes it loosens the symbol paint (like water getting under a band-aid) and the symbol almost seems to remove itself.
He'll end up about 2 shades darker when the process is all said and done, too.