Navigate to the Sleep Lab tab indicated by the moon icon on the bottom menu. From this page, you can scroll down to view your individual sleep data entries. Swiping left on an entry will bring up the option to delete it. Unfortunately, there is no current method of mass deleting past entries.
Android:Navigate to the Insights tab located at the upper right hand corner of the screen. From this page, you can view all of your individual sleep data entries. Tap on the desired entry to bring up a detailed info screen for that particular night. Tap on the three circles at the top of the screen to bring up a small menu with the delete function.