Aaaaagh! One of my pet hates, there. I've read using sticky tape will get them off, but if you're re-using the filings, then you've still got to pick them off the tape anyway, so I can't see the point in that!
I start from a centre point and sweep outwards when removing them, if that helps.
If it's for showing a magnetic field. You could try making a laminate card with the magnet drawn on it, the same size as they're using, with north and south labelled on it, and then ask the teacher to put the card on top of the magnet before the students put the filings on, and then the filings don't even come into contact with the magnet and you should still be able to create a magnetic field this way.