no tried removing them, but would think this should do it
have a look under the apple menu for recently opened files, there is a button there to clear the list
have a look in system preferences, general
few options on there for recent, can be set to none
In Preview, go to File -> Open Recent -> Clear Menu
Then, completely quit Preview (cmd-Q) and re-open it. Recent documents should be gone from the right click menu and not appear on the application window expose.