To delete unused Connection Templates, open Menu > Preferences > Data Connections > Connection Templates.
When you click the Remove button, a list of model elements is displayed that indicates whether a selected Connection Template is already used:
Double-click to navigate to a Process Model with the Model that contains the selected Connection Template.
Double-click on the element in Modal dialog to open a Model that contains the selected Connection Template.
Now you can update the Model to use another Connection Template if needed.