© 2018. The American Astronomical Society. All rights reserved.. We explore KLIP forward modeling spectral extraction on Gemini Planet Imager coronagraphic data of HR 8799, using PyKLIP, and show algorithm stability with varying KLIP parameters. We report new and re-reduced spectrophotometry of HR 8799 c, d, and e in the H and K bands. We discuss a strategy for choosing optimal KLIP PSF subtraction parameters by injecting simulated sources and recovering them over a range of parameters. The K1/K2 spectra for HR 8799 c and d are similar to previously published results from the same data set. We also present a K-band spectrum of HR 8799 e for the first time and show that our H-band spectra agree well with previously published spectra from the VLT/SPHERE instrument. We show that HR 8799 c and d show significant differences in their H and K spectra, but do not find any conclusive differences between d and e, nor between c and e, likely due to large error bars in the recovered spectrum of e. Compared to M-, L-, and T-type field brown dwarfs, all three planets are most consistent with mid- and late-L spectral types. All objects are consistent with low gravity, but a lack of standard spectra for low gravity limit the ability to fit the best spectral type. We discuss how dedicated modeling efforts can better fit HR 8799 planets' near-IR flux, as well as how differences between the properties of these planets can be further explored.