George's passenger arrival is available at www.ellisisland.org.From the arrival, you can obtain his date of arrival and the name of the ship.From there you could contact Milwaukee County Historical Society to see if they have a copy of his Declaration of Intent.
The cost is $10 but it should reveal some valuable information.It is difficult to know exactly where he applied since he was married in Milwaukee and then moved to Waukesha County and then on to Marinette County.However, he indicates that he has First Papers in the 1910 census so it would seem that he probably filed his papers in Milwaukee County.
If he filed his papers in Waukesha County you may want to try this link for info:
Also, if you have not done so already, you may want to obtain a copy of the marriage license for George and Mary.The application (license) sometimes called a Marriage Return should contain lots of good information about place of birth as well as names of parents.
I hope this has been helpful.I wish you the very best of luck with your continued research.