Hello,MA495
Welcome to the Microsoft community!
I have realized that your issues.
I would like to confirm that what's the version of your Office and which Windows system you are current using?
Are you a working account?
I didn't find the relevant setting to delete recent files directly, so maybe I'm opening the wrong content.
If possible, could you send a screenshot of where you need to delete?
The only thing I found in the official website I searched for was a way to delete Copilot activity history.
Delete your Microsoft 365 Copilot activity history - Microsoft Support
Feel free to post back if you need further assistance.
Thank you for your understanding and patience and I look forward to hearing from you.
Ryan - MSFT | Microsoft Community Support Specialist