You can also try to delete them with a query like this which should be run in the SQL box at your phpmyadmin.
DELETE FROM xf_post WHERE user_id = x AND position !=1;
This query will delete all the posts of an user of your choise minus the first post in their thread where that user is the thread starter. If you want to delete that as well then omit the AND position !=1 from the query.
3 things to note. First make a thorough backup of the post table before you run the query. 2) Replace x with the actual id of the user whose posts you want to delete. 3) If your db tables use a custom prefix then you should use that instead of the xenforo''s default prefix (xf_ ) . Hope it helps.