I've been having the same problem of not being able to delete all txt msg recent contacts. I was always able to delete some recent txt msg contacts but not all, it drove me nuts!
So to delete all recent txt msg contacts, start by clearing your history log under contacts. This should delete some. If it doesn't delete any, no worries, the next step will clean it all up.
Next, go to settings - applications - manage applications - select the "running" tab - scroll down and select "dialer storage" - select "clear data"
This action cleared all recent txt msg contacts in addition to all my txt msgs.
I figured this out through trial and error, if this doesn't work for you, keep exploring the other applications while clicking on the "clear data" option until you choose the right one. I think there are several ways of deleting the recent txt msg contacts bc I was able to delete recent contacts along with other things that I needed by clearing the data of other applications :/ but the clear data - dialer storage option was the safest in terms of only affecting txt msging
**I suggest you backup/save your contacts and data to an external memory and also become familiar with how to restore your default APN settings in the process of exploring. I accidentally deleted all of my contacts and disabled my internet
the fix for the APN settings was easy, restoring contacts was just time consuming.
Hope this helps!