Many important machine learning applications involve networks of devices-such as wearables or smartphones-that generate local data and train personalized models. A key challenge is determining which peers are most beneficial for collaboration. We propose a simple and privacy-preserving method to select relevant collaborators by evaluating how much a model improves after a single gradient step using another devices data-without sharing raw data. This method naturally extends to non-parametric models by replacing the gradient step with a non-parametric generalization. Our approach enables model-agnostic, data-driven peer selection for personalized federated learning (PersFL).