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To delete an appointment or a set of appointments, all I need to do is go to Appointments → Lists → Cancelled and select the appointments I would like to delete using the left hand checkboxes:
After selecting the appointments I want to delete, I just press the Delete button at the top of the Cancelled list view:
This will display a confirmation window where I can confirm that I'd like to delete the appointments I selected:
As the confirmation window states, deleted appointments can't be recovered, so make sure you want them to be removed before you press confirm.
The deleted appointments will then be moved to the list of deleted appointments, where you can re-open them by selecting any of them and clicking the Undelete & Re-Open button: