One thousand tonnes of the solidified oil leaked from a cargo ship which collided with another vessel near the Pearl River estuary in early August.
More than 200 tonnes reached Hong Kong's shores, forcing beaches to close and killing some fish.
Government clean-up crews helped by volunteers staged a major clean-up.
But a team from WWF Hong Kong last week found remnants of palm oil mixed with litter on two beaches of the Soko Islands, the site for a proposed marine park and near the habitat of the Chinese white dolphin and finless porpoise.
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Hong Kong comprises more than 200 islands but there are increasing concerns about pollution and rubbish blighting their shores.
Lee urged the government to clean up coastal areas that are less frequented but of high ecological value.
The government said in a statement it has outsourced contractors to clean up the coast of the uninhabited Soko Islands and would "step up its clean-up work when necessary".