My concern: I didn't think the PC3LE can load FX chains, nor can it edit them.
I believe that all the FX chains in the instrument are read-only, and not delete-able.

Anyway, here's one way to delete objects in a PC3LE:

1. From any mode, press the middle two soft-buttons under the display.
In program mode they read Panic and Info; click them both at the same time.

2. You get a new page, MasterMode:UTILITIES.
Click the right-most soft-button, OBJECT.

3. You get a new page, MasterMode:OBJECTS.
Click the Delete soft-button.

4. You get a new page," MasterMode:Delete advanced".
Scroll through the list to view the user objects which are deletable.

5. Click the Delete button to delete the highlighted object, for one-at-a-time deletes (slow).

6. Or, use the Select soft-button to mark the objects that you want to delete, and then click the Delete button to delete the group of selected objects.

7. Click the Type soft-button to jump to the next group of alike objects (from Program to Setup, for example.)

Good luck!

Wow, great, it works!
Btw. yes, it is possible to load user fx chains made by PC3 to PC3LE.