use HDELETE to migration file deletion is good a choice.
sample:
//STEP0010 EXEC PGM=IKJEFT01
//SYSOUT DD SYSOUT=*
//SYSPRINT DD SYSOUT=*
//SYSTSPRT DD SYSOUT=*
//SYSTSIN DD *
HDELETE filename PURGE
HDELETE filename PURGE
if it's for all files:
//STEP0010 EXEC PGM=IKJEFT01
//SYSOUT DD SYSOUT=*
//SYSPRINT DD SYSOUT=*
//SYSTSPRT DD SYSOUT=*
//SYSTSIN DD *
HDELETE 'HLQ.**' PURGE
take care of ' if use like 'FILENAME1 ', will return 18, shoule just use FILENAME1 or 'FILENAME1'.