To delete an image or a batch of images, navigate to Gallery > Manage Galleries > [select gallery to edit] > select all or individual images to delete > under bulk actions, select 'Delete images'...
Click 'Apply' and once the process is complete, be sure to click 'Save Changes' !
To delete an entire gallery, navigate to Gallery > Manage Galleries > select the checkbox next to a gallery (or more than one gallery). Under bulk actions select 'Delete', then click 'Apply'. 🙂