If you already added expenses to a matter and now want to delete it - it is very easy. You simply navigate to the matter in question and go to the Expenses area in the left column. There you can see the most recent expense entries and click the one you like to delete.

In the expense modal you can then click Delete.

Deleting many expense entries at the same time is also easy. 

In the Expenses area in the matter, press See more.

Now you can see all the expenses entries in the matter. You can delete the ones that are unbilled simply by selecting them and then pressing Delete once you are ready.

Please note that you can not undo this action so be sure before you hit delete ;)