You won't be able to get better than O(n) performance with a standard Map - just use the naive approach of testing them sequentially.
There are far more efficient ways to do this, though. One of them is called a bk-tree. Basically, you construct an n-way tree, with edges determined by the levenshtein distance between the nodes. Then, you can make use of the triangle inequality to massively cut down the nodes you have to search. For short distances, it's very efficient. Here's a blog article I wrote some time ago, describing it in detail. With a little extra work, you can query it for nearest-neighbour, rather than repeatedly querying with distance 1, 2, etc.