I wash all of my fleece the same way, and never have a problem getting anything clean.
Step one (this is the most important one): Turn the water heater waaaaay up - like to 120+ degrees. Heat is the key to melting the lanolin off.
Step two: start filling bath tub
Step three: Carefully separate off roughly a pound of fleece and place into giant mesh laundry bag, making sure to preserve the lock and fleece formation.
Step four: Put on rubber cleaning gloves - very important, as that water is very hot. I forget this step about once a year, much to my own chagrin.
Step five: Once tub is 3/4 full, turn off water & squirt Dawn Dishwashing Liquid (blue is the best, I buy it by the half gallon) around until the water turns light blue. Stir around a bit using something other than your hand (see mistake above).
Step six: Put bag of fleece in hot, soapy water and push down to immerse fleece completely in water. Leave for 15 - 20 minutes only. It's very important to not let the water cool off, as that will allow the lanolin to redeposit on the wool.
Step seven: Put rubber gloves back on. Drain tub. Roll mesh bag up and squeeze in order to get all the water out.
For most of my fleeces I do 2 wash and 2 rinse cycles, but for the merino I do 3 washes. Then I stick it out on the sweater dryer farm on the front porch. My fleece comes out wonderfully clean and not sticky at all. It's nice to be able to do it a pound or so at a time - otherwise I'd be washing fleece *forever*, especially since I can't have just one ;)