hi Niels,
is your lamp of brass type or chrome ?
if it is brass, take care with "sharp" polishing / cleaning aids.
It is sealed with special coating to avoid brass dullness / oxydation.
(Zaponlack in german, miss the english word).
Thorough rinse and brushing (not! a steel brush) with normal soap should do, and IMHO some Patina is not bad for the look.
if it is chromed, any chrome polish from car parts store will do, but no abrasives, pls.
/Matt.
Add:
"Also I noticed that when I use the pre heater the pressure drops quick "
That's normal and the reason why many of us prefer so called "soft start" with alcohol
(joke: a dose for the lamp, another dose for the user)