Not something official, but I had the same problem, so i grep
for the MAC address of the device in the config folder, and removed all relevant blocks from this files,
$ grep 690458 . -R
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-relay_0-input",
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-relay_1-input",
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-device-overtemp",
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-cloud",
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-fwupdate",
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-roller_0",
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-roller_0-rollerPower",
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-roller_0-rollerEnergy",
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-device-deviceTemp",
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-rssi",
./.storage/core.entity_registry: "unique_id": "2CF4FF690458-uptime",
./.storage/core.config_entries: "title": "shellyswitch25-690458",
./.storage/core.config_entries: "unique_id": "2CF4FF690458",
./.storage/core.device_registry: "2CF4FF690458"
- ./.storage/core.entity_registry
- ./.storage/core.config_entries
- ./.storage/core.device_registry