You could use the Redis Keyspace Notifications by using psubscribe and "__keyevent@<DB-INDEX>__:expired".
With that, each time that a key will expire, you will get a message published on your redis connection.
Regarding your question basically you create a temporary "normal" key using set with an expiration time in s/ms. It should match the name of the key that you wish to delete in your set.
As your temporary key will be published to your redis connection holding the "__keyevent@0__:expired" when it expired, you can easily delete your key from your original set as the message will have the name of the key.
A simple example in practice on that page : https://medium.com/@micah1powell/using-redis-keyspace-notifications-for-a-reminder-service-with-node-c05047befec3
doc : https://redis.io/topics/notifications ( look for the flag xE)