What's the best way to clean PETG residue from a magnetic steel sheet PEI?
First you will want to verify that what you are seeing is remaining PETG and not a loss of PEI on your bed. In many cases, when PETG is used without a separating agent (window cleaner or glue stick), the PETG forms a stronger bond to the PEI than the PEI has to the bed. This causes the PEI to lift off the bed. You can often recognize this by seeing a spot of higher smoothness where the print was stuck rather than the more matte look elsewhere on the print bed. 

If it is truly PETG left on the sheet, first try a firm use of a fingernail. If that does not work, you can attempt to use acetone or 1000 grit sandpaper (which also work to restore PEI). A careful use of a spatula can also be used to remove the material. 

In subsequent prints of PETG, you will want to add a separator when printing PETG.