delete definitely works, but you probably made a typo in the code: you need to specify the right module, and make sure you're using the right permissions:

tie (%hash, 'GDBM_File', "myfile", &GDBM_WRITER ) 
     or die "Can't open $filename: $!\n";
[download]

(Depending on how the exporter is working, you might need to use &GDBM::GDBM_WRITER.)

Your GDBM might default to GDBM_READER, which won't let you delete or modify anything.

Chris
M-x auto-bs-mode