Oil works for me. I use coconut (it's solid, so I have to melt it in my hands to apply it), but any veggy oil, like corn oil, should do the trick.
Mine will collect every bur within 100 yards, even if we didn't get close to it. The burrs jump across fields to get in the hair. Between a tail that sometimes drags the ground (until I trim an inch off) and the Frisian feathering they're burr magnets. Pour some oil on and I use one of the dog brushes that had the metal tines coming out of a rubber base so that they will flex if there's too much resistance. It takes a littl time (due to the volume), but they all come out. Sweet gum balls are a little easier, since I can more easily pull them out by hand.
If you manage to get them all out of your pasture (as I have) you need to be dilligent about keeping them out. When you come back from a ride bag and trash what you pull out of the hair (or I've been known to have a fire for them) :))