The PDSM32 Utility has a DELETE command and optional ALIAS parameter.
Delete a Member and its Aliases,
In the following example, the member MYTEST and its aliases will be deleted, from the TEST.LOAD library.
//S1 EXEC PGM=PDSM32
//PDSMPDS DD DSN=TEST.LOAD,DISP=SHR
//PDSMRPT DD SYSOUT=A
//SYSIN DD *
DELETE MYTEST ALIAS