Sounds to me like you may be sitting too far back on the saddle (if I understand correctly what you mean by this). Can the saddle move back any further? Maybe you'll need a seat post with more setback. Or are you saying the indents are near the outer edges of the saddle. If that is the case, you may need a wider model.

I would advise trying reversible adjustments before performing any bizarre rituals involving oils and such.