Nope, don't use Oxyclean on their eyes (and symbol of Princess Ponies for that matter), it will ruin their paint.
I usually simply apply heat to the neck seam with a hairdryer and work my way around the neck seam with a butter knife. (Or X-Acto knife if you're extremely careful, but it usually ends up cutting through the vinyl so I'm not using this method with my ponies anymore)