I am pretty sure that to delete a Created Player you need to delete the Roster save which includes them... So either you leave it the way it is or delete all of them...
There is another option though... From the regular menu, navagate to Roster Moves (I think that is what it is called) located a couple menu-levels deep... Take all of your Created Players that are in the Free Agent list and stick them on an Elite League or National League team... Then start a new Dynasty and you should be all set with no duplicate players
To get my true Gamerscore, add 8,435 to the number to your left...