I've been told that it's not possible to clean the hego (heated exhaust gas oxygen) sensor, once they are gone thats it!
My 93 Escort Cosworth went into limp home mode and I was told that it was the oxygen sensor had failed possibly after my head gasket was weeping. Anti freeze coolant in the exhaust gas will kill the sensors very quickly as will using leaded petrol.
I was told that Oxygen sensors should be replaced every 80k or so.

Cheers,

Mark.