Remove thumbnails of orphaned files in iphoto automatically?

Hi, I keep all my photos on a external harddisk, and import these photos into iPhoto with the option "Copy to iphoto library" unchecked because I want to keep the photos there for sharing over network. Sometimes, I change or delete the original photos on the external harddisk, but unfortunately the thumbnails in iPhoto does not change.

When I delete a photo, the thumbnail is still there. When I click on the thumbnail, I get the error "photo cannot be opened because original photo cannot be found". Ideally, I hope the iphoto can automatically remove these errant thumbnails, or have an option to do so.

I tried holding down Option/Alt + Command key, when launching iPhoto, and choose rebuild thumbnail. This did not do the trick. Other options also doesn't seem to do anything.

Can someone advise how I can get this to work please? Thank you!