Hmmm... What I've done lately is that I've deleted the save files manually after finishing a patrol, i.e. when SH3 and SH3Cmdr both have registered the gig as completed and changed my status to "in port before XXX". And I've experienced no problems whatsoever!
Canning them in-game seems, however, to be a different kettle of monsters altogether. I managed to junk my 1st career, too, when I deleted the saves from there
