There is no way to delete an existing pixel. However, you can go to “Business Settings” > “Data Sources” > “Pixels” and there remove the connected “Ad Account” this way the pixel won’t show up in your list of pixels when creating ads or custom/lookalike audiences!
Additionally, don’t forget to remove them from your website as well.
After contacting facebook support, I learned that it is not possible to delete your pixel from your account! This is outrageous indeed and does not make any sense! You can remove them from your site and this would stop data tracking and everything, except for your facebook account would have multiple Pixels that would make it look unorganized.