It's not going to change, that's been complained about forever. However, there is a relatively quick way to do it.
Go to your profile page and expand your friends list so you see all the avatars. Right click on one and select "Open in new tab." Go to the page that opened, remove the friend and close the page.
You can open as many pages as you want and then just go to each one and do the same thing. If you don't see the Remove button, refresh the page. :-)