Several ways.
Tip avoid pressing guide to show the epg. Press the schedule button and then red. (avoids downloading a new epg every time)
On the message that comes up select the option you want and press OK.
Otherwise when viewing the epg press yellow and toggle a tick to select the ones you want to delete and press opt+ Red takes you back to the epg (look at the prompts top and bottom of the screen).
or
Locate the recording in the epg and press OK and OK again on Yes.