This will very much depend on what type of leather it is. If it is an aniline style it will have soaked in and left a dark patch . If this is the case and the fat has soaked in you can try cleaning it to help disperse the grease, or youcan try brown paper and an iron which sometimes works.
If nothing else works then you will only be able to remove it with degreasing compounds which may also remove the colour.
On pigment/protected leather the fat should clean off OK with Strong Cleaner, if it has left a stain then there is a problem with the finish.
Hope this helps
Judy