When you say you "applied" for the TN, do you mean you had the customs agent stamp your passport? Normally you obtain the TN when you enter the country.
Either way, once it is "approved", I would simply send a letter to the USCIS informing them of the approval of your GC and the fact you no longer need the TN. Send a copy of the TN (or the actual I-94 card since you no longer need it).
No big deal.
mdh