I hate windows’s jump lists. If you read this you probably hate them too 🙂
They are stored as hidden files in a, you guessed, hidden directory. You can’t browse to it but you can type it in RUN or windows explorer location bar:
You will see there a bunch of files with long weird names. You can either search trough them to find the one you want to delete or simply do like I do: delete them all! Not just from time to time, but add a task in Windows Task Scheduler to remove them on shutdown.