fullers earth is the traditional way to remove grease from leather, get it here
http://www.fishingwithstyle.co.uk/fullersearth .htm
tesco do lord (can't remember the name) leather cleaning wipes which I used with great success on our leather car seats with unidentified staining when we got it.
stain remover here
http://www.furnitureclinic.co.uk/LeatherDegrea ser.htm
Advice here
http://www.ehow.com/video_4755614_remove-greas e-oil-stains-from.html
WARNING
because we don't know the origin of the leather or how it has been processed, ANY attempt to remove the stain can result in lightening/darkening of the leather. If the bag was expensive or means a lot to you then get good professional advice.
HTH