One way to do this would be to log into the web interface from two different browsers (e.g., Safari and Firefox), view them side by side, select a different project in each browser and go through the Songs list. Alternatively you could view one project in the web interface on your computer and another project on a mobile device and go through them that way.
Keep in mind that if you delete a duplicate song, it will be removed from all the set lists that contain it. If you want to preserve your past set lists, you could deactivate but not delete those songs. You could also just leave the separate copies of the songs in each project.
The main benefit to sharing songs across projects is that you can change the song and the change will appear in all the projects. In some cases you might not want this, so then you would want to have a separate copy of a song in each project.