I found my way to this thread while trying to delete a ‘ghost’ Device (I’d already deleted the associated entities). In this case, the device in question is one of three ZWave LED bulbs in a dining room light fixture - and I’m facing serious WAF repercussions following my migration from an old SmartThings v1 hub to Home Assistant. Everything went smoothly, with the exception of this one, oft-used fixture and it’s associated devices.
Ulimately, my requirement is to control the 3 bulbs as a single ‘device’ (or Group, or whatever the right ‘object’ is) – but it seems a pre-requisite for that would be getting all three bulbs added, and with their associated entities. For reasons this N00b doesn’t understand - the first two joined the network seamlessly (when performed one at a time), with two associated entities which allowed control from HA. For whatever reason, the 3rd device paired without a Level entity - and as a result, could not be turned on or off.
I sure don’t want to go digging into registry files, as others have expressed above. However, if that’s the only method to accomplish, today - I’m willing to give it a try. Unfortunately, I can’t even find a /config-storage folder on my device. *Disclaimer: I’m using a containerized deployment on top of the Balena platform – but I’ve checked in each of the deployed containers (homeassistant, hass-configurator, and MQTT) - as well as the ‘host OS’ (which is where I would think I would find it, since it needs to be persistent).
Long winded way of saying - a UI button or link to delete a device SURE would be handy. I’ll match @NODeeJay 's 10 Euro offer – now we’re talking 20 Euro. 
Peace,
Billy