From the Features menu it is possible to individually delete Features and Scenarios. Please note that it is also possible to delete newly created Scenarios on Issue View Unlink and Delete Scenarios on Issue View
Delete Features
Step 1: Access Features menu from the left had navigation
...
Step 2: Delete Feature from the ellipsis option drop down
...
Delete Scenarios
Individual Scenarios can be deleted from within Features
Step 1: Select Feature by clicking on the Feature title
...
Step 2: Delete Scenarios from the ellipsis option drop down
...