Graham,
+1 to Dave's reply.
Edit button should appear on mousehover:
Delete button is located on "Edit" page. So click "edit" and at the bottom of the opened page you will see "Delete" option:
NOTE: you can not delete default system menu items ( dashboard, main and etc.) You can only delete your newly created custom page menus.
Default system items can only be hidden, just drag and drop needed items to "Hidden" section: