I did that several times with phpMyAdmin.
Open the wordpress database, search for the table named SaveContactForm7_lookup.
There you can see which of the SaveContactForm7_xxx tables refer to your specific form.
Select that table and here you can just delete the line items that you want to get rid of.
Please note that you might see several tables for your form. Each time CF7 is updated, a new SaveContactForm7_ table is created.
If you need to do delete entries very often, I would look for a plugin that allows easy database manipulation. Personally, I would write a little plugin for that.
Cheers,
Christian Toller
tethis IT, Vienna, Austria