1 - You can click the trashcan icon on the conversation itself in chatgpt.com to delete a single chat:

2 - You can also open up the shared link modal and click the three dots then click “Delete link” which will delete the shared link:

3 - There is also a history panel accessible via the settings modal to show all links, and delete all or individual.

Manage your shared conversations in the settings area click Manage:

This will then display all your shared conversations in a list:

You can delete a shared link to a single conversation - OR - you can also delete all your shared links: