You can remove shows from your Continue Watching list from the My List section, you can find this:
- On web - Choose My List from the top navigation bar, then the Continue Watching tab
- On iOS app - Choose My List on the bottom navigation bar - using a phone you may need to choose more first, then the Continue Watching tab (top of the screen) - swipe left any of the shows to see the delete option
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On Android app - Choose My List on the bottom navigation bar, then the Continue Watching tab - click on the three dots on the right of the show and choose the Remove Episode option.