Deleting inside the console does not delet the files from the file system, it only deletes the references in the Backup Exec database.
Correct medtod to delet BKF files is
1) identify the media name
2) Move the medi name to retired media set (in the BE Console)
3) Delete the Media (in the BE Console)
4) Locate the Media files on the file system and delete from there as well
If you don't delete from the file system an inventory job on the B2D location will add the media back into Backup Exec
A better option however would be to not delet the media at all but to allow BackuP Exec to overwrite the media when needed - as you are specifically talking about media related to a failed job this method would be:
1) Identify the media name
2) Move Media to Scatch set
Then any job using the same B2D device thate decides it needs to start a new media (Overwrite, or when spannning as media fills up) will overwrite the media in question. (Does slightly depend on your general media overwrite option settings (Tools --> Options --> Settings, Media Management)
One comment if you backup more than 1 server in different jobs and your jobs are append jobs - it is possible that other servers will be in a BKF file. Really catastrophic job failures do mark media as not appendeble to stop more data being written, but a) it depends on the failure and b) it might be the second job to a media that fails - so earlier data from the first job would be in the same media.