In short, it is not possible to delete Broadcast Message easy and clear.
The only way to do it would be to delete all the Sprites on which you created or used that message.
But that's not really worthy, at least from my point of perspective, because deleting the Sprite would also delete all other code you had on that Sprite.
So it's probably just best to leave the message visible in your Scratch Block drop down menu even if you are never going to use it.
