I found a cure for my oily hair two months ago!
What I did:
1) I started applying Extra-Virgin
Coconut Oil to my hair. Apply one teaspoon of Coconut oil and let it be absorbed for 1 hour (or more) and then wash your hair. I did it just few times and It reduced my sebum by about 90%!
2) I switched to a Moisturizing shampoo (I have Tea three oil shampoo now). I threw away my Head and Shoulders shampoo.
No more hair sebum!