Just run the uninstall script located in the game directory. It will remove the game along with the desktop and menu shortcuts.
1) Open terminal
2) Navigate to the path where the game is installed
3) Run the uninstall script. As an example, for Stargunner, type:
Alternatively, you can simply delete the folder you installed your game to, then delete desktop shortcuts and menu items (they are located in $HOME/.local/share/applications )