Not all Sphynx get greasy and oily feeling. Gracie sounds like she has the type of skin breeders strive for. But without hair to protect them they all tend to pick up stuff on their skin and get dirty so a bath every 1 -2 weeks can help keep their skin healthy.
From what I've read here, everybody's kitty is a little different but mine don't really get an "oily" feeling per se, they really just start to look and feel dirty and that's when I know they're ready for a bath. My youngest, Choppy, never really gets oily looking or feeling either, he just starts to look a little dirty.
I'm showing Choppy right now, so he gets a bath every week or two whether he looks dirty or not and then I moisturize him really well afterward to prevent dry skin. Twiggy doesn't show and I wash her about every two weeks. I use baby wipes in between washings to clean feet and butts, as needed.
I'd say if your kitty is feeling dirty to you then it's probably a good time for a bath.