When painting any engine part there is always oil, whether you think you got it all or not. If the oil was on there long enough, its been baked on, and probably "soaked" in the metal. When you cleaned it, there was probably a very thin film of oil that you couldnt see or feel, where it is now orange peeling. Make sure your paint is engine block enamel . I found a wire brush sander works well for getting the grime off, and follow up with some denatured alcohol, or thinner to really clean the grease and oil off.
Hope this helps
-Dustin