If the tickets you are trying to remove are still defined as EM processes & not IM processes you can use the following script below. This script was actually designed to remove a large number of EM tickets
DECLARE @Process_ID nvarchar(50),
@Session_ID nvarchar(36)
SET @Process_ID = 'XX-######' --Specific Process ID to be deleted.
SET @Session_ID = (SELECT SessionID FROM ReportProcess WHERE ReportProcessID = @Process_ID)
DELETE FROM ReportProcess WHERE SessionID = @Session_ID
DELETE FROM ReportProcessStatusHistory WHERE SessionID = @Session_ID
DELETE FROM Task WHERE SessionID = @Session_ID
DELETE FROM [Messages] WHERE MessageID = @Session_ID
Now if the e-mail has been converted into an actual IM ticket there will be some additional tables that will need to be cleaned up.
I had a similiar script for IM, but I'd have to try and find it again if necessary.