No rubbing! Never rub anything on a proof coin. It'll look even worse afterwards.
Getting rid of fingerprints depends on how fresh the prints are. If they're very fresh, a quick rinse in acetone will wash away the fingerprint oils and ignore anything else on the coin's surface.
If they're old prints that have been developing there for years, such that the metal has discoloured (brown prints on copper coins, white or grey prints on silver or cupronickel) there's not much you can do to get rid of them that isn't considered "cleaning".
Don't say "infinitely" when you mean "very"; otherwise, you'll have no word left when you want to talk about something really infinite. - C. S. Lewis