Using firmer clay will help not get fingerprints to begin with. You can leach softer clay by putting a sheet of clay on copy paper and letting it sit to get the excess plasticizer out.
The other trick people use is not touching the clay very much and baking in parts. You can design your project so that you don't have to touch the surface. Once a portion of your project is how you like it, you can bake that, then add more to it and rebake as needed.
Prevention is the best cure.
Texturing a surface or lightly massaging a little cornstarch onto the surface also masks fingerprints.