DELETE is the proper TSO command. It will delete a member from the specified PDS. If you are using it and seeing an error, you'll need to post that error for any further assistance.
As an alternative, since you're working with a PDS, you might want to start using and familiarizing yourself with the ISPF Library Management (LM) services. There is the LMMDEL
Service for deleting a member of a PDS.