Fleece (and processed wool) is actually very happy to be washed, there are just a few things you have to avoid. One is no temperature shocks, particularly hot to cold. And the other is to avoid the combination of heat, lubrication and agitation - so in hot soapy water, don't move it about much. But wool can take very hot temperatures, even close to boiling, so long as it isn't actually boiled (which is agitation) and isn't then plunged into cold water.
When we wash raw (straight off the sheep) fleece before spinning it, we usually give it an overnight cold soak first - it's amazing how much dirt comes out with just this. Then very hot, too hot for your hands, water, into which the soap, lots of soap (I use Ecover washing up liquid, or you can buy wool wash products) has already been added without making a lather. Often the fleece will sink on its own, but if you need to you can gently push the fleece under the water. Otherwise don't touch it. Leave for 15 minutes, then remove, again very gently and not making suds. Then rinse using water the same temperature as that the fleece came out of. (Hotter won't harm it, colder could shock it and cause it to felt.) Same gentle handling this time, as there will still be a lot of soap in the fleece, and the water is still hot, so you still have the potential for Heat + Lubrication + Agitation = Felt.
Rinse until the water is clear.
Don't wring, but you can press it with your hands, and you can spin it. A standalone spin-dryer is ideal, or for small amounts a salad spinner works well. A washing machine spin cycle may be okay, but not if it adds water on the spin cycle and not if it does lots of tumbling before it gets going properly. A lot of people roll the fleece up in a towel and then walk on the roll to push water out - this is fine so long as you have a floor you don't mind getting wet! lol
If the fleece is still a bit dirty, or greasy, you may need to repeat the washing process. But it's unusual to need to do it more than twice. The tips of locks may still look dirty, but if you flick these open with a comb before carding, any dirt held there will fall out as you comb.
The very very hot water and lots of soap is needed to remove the grease. One product, Unicorn Power Scour, can remove grease at lower temperatures, but in general if you didn't wash it with lots of soap and scalding hot water, you didn't remove the grease.
The 15 minutes is also important - long enough for the soap to permeate the fleece and do its work, but not long enough for the water temperature to cool too much. If it cools on the fleece, the grease may re-solidify back onto the fleece, and it's much harder to remove the second time around. (It's chemically altered by the first washing.)
If you decided to make your own duvet, I would wash the fleece first, as above, to remove the dirt and grease. I'm a bit dubious about washing the finished item however; if you've carded the wool and stitched it into a cover as shown in that link, wouldn't the airy batts clump when washed? We need a quilter to tell us...
The Wool Room duvet is stuffed with wee wool pellets, which are held in stitched pockets. So it's not the same arrangement as carded batts, and wouldn't clump (or at least, would shake loose again once dry) provided it's washed as per the instructions.