Suede is really tricky since it has a nap, and you didn't mention the color of your shoes. I use Lexol leather care products for my furniture, handbags, car seats. I buy mine at a store that sells horse saddles. This product is much better than the expensive stuff I have bought at furniture stores. They have a leather cleaner and also a conditioner. You may want to try the cleaner. I wouldn't rub anything abrasive on suede because I think it would destroy the nap.

If it's a fresh grease stain sprinkle with talcum powder and leave for a couple of hours then brush it off. Talcum powder absorbs the grease but it only works if you haven't used cleaners or anything first.

You can also iron the spot out, just like you do with candle wax. Place a pad of paper towel on top of the stain and iron. The heat melts the grease and the towel absorbs it. It might be a little awkward with shoes but give it a try