My gut said try something oil based - I went with bath oil (what I had on hand) - and this did work somewhat, but not as much as I'd like. I then e-mailed one of my favorite Golden Retriever breeders knowing she'd have the answer. Her response was to keep applying oil (but use baby oil) to the sappy spots, and then give a bath in Dawn dish soap. So lots of baby oil later (this is a timely process), and a bath in diluted Dawn dish soap (to remove the oil - you can use full strength in the super oily spots) Milly was good as new. Thank goodness I was able to get it out, because I really did not want to have to resort to cutting her coat, especially her feathers!
So before you hit the woods for a hike remember baby oil and Dawn dish soap will remove the sap!