This question is old, but I ran across it while searching for info on the same problem because I wanted to see if there was a standard way of handling this.
It doesn't look there is.
I found the best way is to wrap them in an assert. It's an inline solution that gets rid of the warning and will let you know if there is a problem with your signal connection which you probably want to know about anyways.
assert(get_tree().connect("peer_connected", self, "_peer_connected") == 0)
Creating vars for each signal and then leaving them to be cleaned up or checking their values is a lot of pointless extra code.
Ignoring warnings is almost always a bad idea.