I'd recommend scrubbing with dish detergent, like Dawn/Ivory/etc, or powdered cleanser & water (Comet/Ajax) after each extended sharpening session. OR, even wiping the rods with a paper towel moistened with Windex after each light (touch-up) use will keep them in pretty good shape. That's what I do with mine, most of the time.
If they get real loaded up, you'll likely notice they're not working so well or very fast. In that Case, Bar Keepers Friend powder works very well, used with a little water to make a paste/slurry. Scrub it in with a Scotch-Brite pad, and rinse thoroughly. Leaves the rods almost like new again. Bar Keepers Friend uses oxalic acid, which dissolves the metal swarf, so use it with caution and read the warnings on the container.
The rods will always work much better if they're kept clean, so it's best to stay ahead of it, before they get too dirty/clogged.
David