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Take the skewer out.
I normally then use a rag to keep my finger clean, put said finger under the chain, pull chain backwards and using the other hand push the wheel into the track ends and drop the chain over the cassette. Removal is easier because you can normally just grab the jockey wheel cage and wiggle it to unseat the chain from the cassette as you pull out the wheel without touching the chain at all.
On that subject. Has anyone got a technique to remove/install a rear geared wheel into TT dropouts without getting caked in oil?