Expensive one first - buy B&W ones - because they are made of brass they don't stick.
I've had ones that got stuck before, and generally you just need to grip both rings firmly (which is tough with thin ones!) and just keep turning, and it'll just unscrew randomly, but I don't really know of a way to stop them sticking sometimes. If you always rotate the c-pol counter to the threading that helps too.
I've ended up with a 72mm C-Pol stuck on a 67mm stepping ring for ages, then one day it just unscrewed really easily
I didn't dare screw it back on again!
I'd be a little worried about any sort of oil or spray - chances are it'll somehow work its way in between the glass in the C-Pol (which is made up of two layers)
I was advised to run a soft graphite pencil along the threads, it has made my filters a lot less prone to sticking.
Also, I got some filter wrenches, for example, if you were to search for:
filter wrench -oil
on a well-known tat-site , sorry auction site, there will be several similar items. I found them great for my PL's, where other methods (such as using rubber gloves) just are not suitable
Have you tried the wrenches? They work on the polarisers I have, the grip is 2mm wide, you can't have smaller than that can you? It would cut your hand!