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On a more serious note, using Instance.AncestoryChanged and then checking if the new parent is nil works pretty well. Itâs different than the object actually being âdestroyedâ but itâs usually about the same thing.
Are you using coroutines or roblox events/connections? If youâre using connections, just store them in a table then loop though that table disconnecting them when the parent changes to nil.
Let me know if youâve got any questions/or if this doesnât work for you because Roblox still hasnât added a Destroyed event like Unity 
Using events of the Part also works. Note this might not be possible in all cases though, like when you need RunService events.