I someday heard for "US version" a shortcut to delete F8 markers" exist.
I tried and that was not working for me.
For now, i just use "shift" and move it to a corner or "out" of the map, but... maybe it could be great to have a radical solution for deleting them ?
On long game, there is so much markers sometimes, that it shows the "you must delete another maker first" and you are not able to make another marker.
Hope it may be improved and that topic may help.