Certified GKH Gardening Expert
Glad you are helping the monarchs! I grow milkweed too and have the same problem with aphids. Most of the time if I just wait it out, the ladybugs and other aphid predators will get them, and quickly too. If it really bothers you, try hosing them off, or pinching them off with a napkin. Be sure to have plants available that attract ladybugs like fennel, dill, marigolds and chives. Also, I don't see aphids as much on asclepias tuberosa (orange butterfly weed).
Here is more info on attracting ladybugs: