At shows we do use EZ-All. But if you remember Purple Oil it works well if you soak the legs etc to break down glue. I have used it at home and when we were out.
I only use WD40 as a last resort. It works, but it is HORRIBLE for their skin and hair. If you must use it make sure you don't let it sit very long and wash and condition very good.
Anything heavily based on oil ( WD 40, HP, Pink Oil, Ez All removers, Bio Diesel, Gas) break down adhesives. I've broke down legs (halfway decent) with the ethnic pink cream.