I've emailed CPF regarding this , there is 2 methods , one is via snail mail where we need to fill form and get it certified by Singapore embassy then send the information back to them . they will send a cheque to you . second method is physically going back to singapore and sending the documents for verification and then they will process the request . I'm planning to go down to sg to do it. which is better i think.
Here's the instructions from CPF

1.) By post if you are not in Singapore
-            Download and print the form 'CPF Account Closure for non-Singapore Citizens and non-Permanent Residents' (Form CPF-CA) at cpf.gov.sg/FormCPFCA .

-            Bring the form and original copies of the required supporting documents listed in the form, to have them witnessed and certified by an official from the Singapore Overseas Mission, with his official stamp or seal duly affixed.

-            Send the completed Form CPF-CA and required supporting documents via registered mail to:



Central Provident Fund Board

Nominations & Accounts Closure Department

238B Thomson Road

#08-00 Tower B Novena Square

Singapore 307685



2.) In-person at CPF Maxwell Service Centre
-            Please make an appointment via  cpf.gov.sg/ClaAppt  to visit the CPF Service Centre to close your CPF account and transfer your CPF savings to yourself. Please make the appointment at least one working day in advance.

-            When visiting the CPF Service Centre, please bring along this email, together with your original copies of the supporting documents stated at cpf.gov.sg/AccountClosureDocs.



Please note the Board will only commence the processing of your application upon receipt of all required documents.