Normally you have to “disable, or commend out in configuration.yaml” the integration that an “entity” belongs to (get loaded by, i.e “mqtt” in your case) then restart without loading this integration, then you can delete a “child” entity.
Yes you can delete the “block” in “core.entity_registry” BUT, this is a core-file, so if you do this while Core wants to “update” this file, then you will be asked to “save this file ?” … i wouldn’t, because then you overwrite what core just wrote to the file, and you could be “doomed” , SO, shutdown HA/Core and fiddle with the file will be “preferred” way … and allinall, Don’t make just even a little “mistake” a dot/indention etc, is enough for HA not to start again
Don’t blame the messenger 
