you won't find a polish, or compound that doesn't leave a residue....it is just the nature of the product.
Whether it is gel, oil, water, solvent, or petroleum it is going to get into finger/thumb holes. As you apply pressure with a cloth, the rim of the thumbhole or raised insert is just enough to create a squeegee like edge.
Some of our customers take a ripped papertowel and stuff it into the thumb/finger holes, then once they are done polishing they take a pair needle nose pliers and pull out the papertowel wiping the inside surface.
-Kevin