Sounds like a good plan to me. What I've found works better than just trying to pull them out is this:
Do like you said, use baby oil or a TON of conditioner or ShowSheen or something. Then, wherever there's a burdock, pick up two little chunks of hair and pull them apart in opposite directions. It will usually separate the burdock from the hair a little bit. Just keep doing that. It takes awhile, but it works best for me.
One man's wrong lead is another man's counter canter.
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2006 Medicine Hat Paint Gelding