You could ponder taking up swimming, telling the OH you want to get fit
Go to whichever pool it is & don't go punting the 1st few times
Sets things up that your OH knows that you are going swimming etc
Then you can start doing it after oily massage sessions
Being in the pool / chlorine etc + another shower after will remove all traces of oil
Dunno what it is but women seem to have a better sense of smell that blokes, so if your OH pays attention then a safety 1st approach as above might be worth it
Instead of swimming you can also do a gym sessions as the sweating / shower should get rid of any lingering smell
Plus you can legitimitely use deodorant after the gym / swim
I would like more massages, but I always worry the Mrs will smell the oil on me. It seems to take a day or two of showers to feel like the oil has totally gone.