Either they are stalking you, or you didnt complete the delete process.
At this stage you have to load each of their profiles up in a new window or tab and click 'Remove Friend' on their profile. then confirm the little pop up box.
One day, WGT may offer a friends list for us that has a check box next to the friends name and master options such as , 'Send Messages To all marked' or 'Delete all marked'