Target Natural Wonders
Unfortunately there isn't anything quite as specific as what you are looking for. However, there is something that will make scanning the map easier. Try switching to strategic view (button in bottom right by minimap), where every natural wonder has a distinct and large icon. Using that you can quickly check the whole map and find the wonder much easier than in the normal view, since many of the natural wonders look a little too much like mountains in the standard view.