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Menno is quite correct re. acetone: it is for brittle specimens. I use it only on long-dead, very dry, pinned specimens. (Asilidae usually don't show greasing until weeks or months after pinning. I've always assumed it has to do with their high-protein diets??)
Alcohol is not a factor with asilids, as I treat fresh alcoholic specimens in different ways (the best method being the difficult "HMDS" treatment: <http://cdfa.ca.gov/phpps/ppd/entomology/HMDS.html>). Even 100% alcohol fails to harden robber flies sufficiently to allow them to dry into 'attractive' (= realistic/ similar to original state) specimens -- they need additional exposure to other highly volatile solvents to dry them further once they have been in alcohol -- like ethyl acetate, maybe acetone, etc., none being nearly as effective as HMDS.
My recommended use for acetone is strictly as a degreaser for dried, pinned specimens.
Chris, Hyperbolizer: I suggest an experiment... take a greasy pantophthalmid, etc. (preferably one with a brass-headed pin if possible), remove the labels from the pinned specimen, then float it upside down (pinned onto something that floats) for several days in acetone (this will suffice as a "quick & dirty' acetone jar). Chances are quite good that it will emerge as a relatively fresh-looking, grease-free specimen. (Note that this technique does not always work -- presumably because of additional 'chemical factors' in the history of the specimen; usually works about 90% for asilids.)

Eric