Delete the desired values and you are done! They store the paths to your recently used wallpapers. On the right, see the string values BackgroundHistoryPath0 - BackgroundHistoryPath4.
See how to go to a Registry key with one click. HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\Wallpapers To clear wallpaper history in Windows 10, do the following. The only way you can do it is to edit the Registry manually. Unfortunately, there is no way to remove the images quickly from the history. To see it, open Settings and go to Personalization -> Background. Windows 10 shows the last five wallpapers under 'Choose your picture'.