I have not heard of that use for an itchy scalp.  You could try it, but again I don't know that you are able to buy goose grease "over the counter".  The way it was always obtained in my young days was when a goose was cooked at Christmas, the grease, or fat, from the goose was put into jars and used for rubbing your chest if you had a chesty cold or bronchitus. 

If you have an itchy scalp it is probably due to a very dry scalp, and the remedy I would use is to massage the head well with olive oil and then wrap your head in a warm towel and after about half an hour shampoo your hair with a nouirishing shampoo.

Grannie.