If you get grease in your eye you need to immediately run some cool water over your eyes to help flush the grease out of your eyes.
Then wipe your eyes with a washcloth to clean the grease out of the eye.
You might have trouble seeing for a few hours which can be normal and your eyes may sting and burn for awhile.
If you think you need to go to urgent care, walk in clinic or the emergency room then do so.
But always wash the grease out of your eyes first.
Use cool water and if you have too run your eyes under the shower or if you have a spray wand on your kitchen sink do that.
If the pain is severe or you think you may be getting a really bad injury from the grease that popped in your eye then see a doctor or go to the emergency room.