I searched online and it says to go to control tab and press the delete button but I see no such button. I feel like im missing something very obvious here but not sure what
I installed "Keybindings" plugin by AcidBubbles and there is an option "Delete Atom" there. I assigned that option to "Del" key and I can clean the scene very fast with it.
I added it to Session Plugins and made it default so it loads every time I launch VAM.