How Do I Clean up/Destroy My Own Device-Specific Data?

You have two options:

1. You provide the callback function, DeviceRemove, for removal of a bus filter device object at initialization of BFF. DeviceRemove, when invoked, will receive the WDF general object handle to the bus filter device object which is being removed. Therefore, you may release any resource therein.
2. You provide EvtCleanupCallback or EvtDestroyCallback for your own context space in your DeviceAdd callback function, just like the destruction of any ordinary WDF object.