To remove saves from cloud please make a backup of your save files, navigate to the game's save folder and crate copy of them. (Just in case)
If you are not sure where your game keeps save data you can check it here:
Once this is done, please launch your game via GOG GALAXY and Alt-Tab out of it.
Then manually move the files outside of the save directory.
After you close the game the sync should also mark missing saves to remove from the Cloud. Alternatively just deleting them from the in-game menu should also work.
Please note that it may take up to 24 hours to actually remove saves from cloud, so I strongly advise to temporary disable cloud sync feature, to do that;
Please launch GOG GALAXY and navigate to Library > Game > More > Settings, and here disable cloud syncing.