I have the same problem just as described in this thread. I tried several tools, but still no luck on deleting those leftovers. I haven't tried using the phpMyadmin, though.
What worked for me was I had to reinstall Wordfence. Once Wordfence was installed, I went to Options and select;
Delete Wordfence tables and data on deactivation?
Just as Marcelo Pedra posted.
Once it the option was selected, I attempted to Deactivate the plugin and check the database with WP-Optimize, which is the one I'm using to optimize my database.
Guess what??? All those wp_wfxxxxx things are gone. Then, I go ahead and deleted Wordfence completely.
Checked the database once again with WP-Optimize.... all those unwanted entries are gone completely.
Hope this will help those who are in trouble getting rid of the Wordfence remnants. A good plugin, though it create plenty of problems in the long run and slows down the website like a turtle.