Cute set! The way that Incogneto described is the only way that I know of to delete and item, however I've noticed once it's been used in a set it cannot be deleted.
Go into your items and choose 'edit.' Select the item you wish to delete. On the right hand panel that describes the item ... at the very bottom, you can choose delete.
DOES ANYBODY KNOW HOW TO DELETE ITEMS FROM OUR ITEMS INVENTORY? I can't seem to figure that out. Every image I use in a set is added automatically to the inventory, many which I don't want to keep. Thanks for any help you can give!