I believe that custom object records can only be deleted via the API, not in the interface:
Delete Custom Objects » Marketo Developers
I recommend investigating that option if you have a developer on staff to help you out.
In the future, I also recommend testing only on test leads, that way you can just delete the leads entirely if you wish.
Grant is correct. As far as I know, you will need to use API to modify or delete custom object records.
I am looking into providing custom object modification ability via another self-serve web hook service at BrightHooks.com. It's in the works.