If you are waiting it out, watch for fever and of course for big bleeding (more than a maxipad an hour). If you get a fever, go in for a D&C immediately. The other problem is that after four weeks or more, there is the possibility that you are simply creating a future problem with scar tissue, rather than letting nature take its course with the least damage. When I miscarried naturally, it took a month between fetal demise and passing out of me, and I wound up with tissue that stayed behind and needed a D&C anyway. AND to top it off, I wound up with some scar tissue in the uterus, that possibly would not have been there if the placental tissue that was left behind had not been in me so long (three months from miscarriage to D&C). In your shoes, given what I learned from that, I would wait a maximum of one more week and then ask for a D&C.
There are quite a few complications from an incomplete miscarriage. Sepsis being at the top of the list. I would seek another opinion about "waiting it out", I am not certain if there are any lingering or long-term effects on future pregnancies, but becoming septic from an incomplete miscarriage is very possible.