I have gotten some really dirty ones where the insides of the coils were horribly dirty in a bad way. I have wet-washed them, and was more worried about water wicking into the connectors.
Bagging the ends in plastic seemed pretty good, and I wrapped a piece of paper towel inside the plastic, so if a little water did get it, it soaked into the paper instead of wicking into the wires.
Even a fairly stiff sponge and strong laundry detergent was not good enough to remove the crud from the inside of one coil.
I have not tried it yet, but cleaners made from citrus oil work wonders, but I would rinse well afterwards just in case.