All my B+W's are MRC, and it seems like smudges can easily be wiped off using just about anything. Reminds me of a freshly-waxed car. Perhaps you've got one of the uncoated filters? I always had trouble with Hoya's multi-coated filters, though, and the only thing that worked consistently well was a LensPen.
I have found the best way to clean filters including the huge 4x6 ND grads from singray is to buy a bottle of distilled water and some very mild liquid soap with no "extra" ingredients like bleach of anti-bacteria agents.
I then rinse the filter with warm water from the tap and put some soap on my fingers and gently rub the filter clean. I rinse again with tap water and then a final rinse with distilled water. You could simply let them dry at this point or use eclipse pads to dry them.