Nothing burns cleanly in a fireplace, even gas ones except for ventless ones.
Anything you burn in a fireplace like wood, oil, fat etc. will produce organic compounds that the fire is unable to break down into non-flammable substances because it does not burn hot enough.
A wood fireplace accumulates creosote, which can build until it is capable of igniting and cause a chimney fire. Oil and fat combust very poorly and will coat the flue with material that is easier to ignite than creosote. This ends up being a hazard worse than just wood byproducts because they can ignite and then set the creosote burning.