Is there a way to remove records from Undelivered Emails in Lists > Mailing > Undelivered Emails?

Why do you want to do that? If it's to see past the logs that are not important to you, you can make an Undelivered Emails search that filters to the ones that matter most. If it is to re-try sending them, I could be wrong, but I do not think that removing them (if possible) would cause the system to retry sending them. If the reason is that the emails were bounced, you can remove things from the Bounced Emails list instead.