You can do it either way.
To delete the object globally from all four of your scanlists in one go:
MAN > navigate to your object - doesn't matter what scanlist you find it in.
PGM > FUNC > CL
"Really delete this object?" Yes / NO
If you delete it, the object and ALL the scanlists the object was mapped to will disappear. Note that you are not really deleting 4 objects, just one object that has 4 links!
Selective Deletion:
This is not really deleting the object from a scanlist - all you are doing here is manipulating the object's LINK to the scanlist(s):
MAN > navigate to object
PGM > EDIT > CURR
Now you can enable/disable the links to the scanlists, ie *01 by toggling the SEL key. This will toggle the * in front of the scanlist 01 and link to it. No star means no link.
If you want to link/delink that same object to/from other scanlists, just navigate with the white oval <left and right> keys, and use SEL again to toggle the scanlist link to that object. You may have to use the UP/DOWN keys to browse the objects in that scanlist to find the one you want to manipulate the link with.
The main difference between the two is that the first way of doing it WILL delete the object and all its associated links. The second way is probably what you want by being able to create and manage scanlist links to your liking without removing the object entirely.
Note that if you do it the second way, it is possible to delete all the links to all of the scanlists, yet still have the object taking up space in memory doing nothing. If you do that, your object will now end up in the "NS" or No-Scanlist scanlist, crying out for a link sometime in the future.
