At the screen in the photo: Long press the Up-button. You then enter a menu where you scroll down to "Remove App".
Now I understand :) But I don't know how to remove those. There is no direct way of doing it either on the watch or through GCM (at least on the iOS version).
You can also remove apps from the Sports directory in the watch without having to perform a master reset. The custom activities should have a file name of "Generic<name of activity>.fit".
Just do it, but when I unplug the device and than I plug again, the fit file I have deleted, is again here! It seems that there is something that create it again...
But I was able to access the menu for each custom activity and select 'Remove App' by holding the Up button on the app in the Activity List. version 4.12.