In case someone needs it: On Mac, you can delete save files by hovering the mouse over a save file and press the "delete button + fn + small upward button (above fn button)" at the same time :)
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im not sure if anyone else may see this but I did find this and actually tried it and was frustrated when it didn't work. found out that in order to delete save files you actually hover over the in game slot with your cursor, then press the fn button, THEN press delete! hope this helps anyone who may come across this!!