To be clear, there are no .ovpn files in there but config files for the network connections on your system.
You could list them by: ls /etc/NetworkManager/system-connections/
Locate the troublesome connection and remove it. Ex:
sudo rm /etc/NetworkManager/system-connections/au333.blablablavpn.com.udp.nmconnection
Yet I am not sure what you mean by removing the ovpn file.
The ones I get from my provider, I keep them in a directory under my home: ~/.ovpn
Then I use NetworkManager to set up a VPN connections. The mentioned files in /etc/NetworkManager/system-connections are then created.