i agree; my skin is hardly ever oily/greasy. instead, i just have a nice, healthy shine to my skin, so maybe there is no parallel there.
i actually just got done "experimenting" w/ my new kiddie microscope, tried to take some sebum samples and mix it in olive oil, as per the instructions on http://www.demodexsolutions.com.
i saw some interesting things, but nothing that really resembled a dead-on mite. i don't think i really got a great sample; i couldn't get any oil to come off my skin!
have you done this test? i'd rather do this than cake Pond's on my face; that experiment seems brutal...