Well, you could try a delivery with debugging turned on:
exim -d -M {message-id}

You're kidding, right ? Read

There's all the command line options. The one for deleting is
exim -Mrm (and then a list of message-ids)
You can combine
exim -bpu (which lists the messages in the queue) with grep and awk and whatever
to get a list of the message-ids you want and then use xargs to feed them to

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