Since your system uses UEFI, you'll need to learn about the efibootmgr command. It allows you to view and manipulate UEFI NVRAM boot variables - and such a boot variable for Windows is what causes the text "Windows Boot Manager" to appear in the boot section of your BIOS menus.
With efibootmgr -v, you should see a list of boot variables and their values, similar to this:
BootCurrent: 0004 Timeout: 1 seconds BootOrder: 0004,0002,0000,0006,0005,0001,0003,0007 Boot0000* Windows Boot Manager HD(1,GPT,01234567-89ab-cdef-0123-456789abcdef,0x800,0x82000)/File(\EFI\MICROSOFT\BOOT\BOOTMGFW.EFI)WINDOWS.........x...B.C.D.O.B.J.E.C.T.=.{.0.1.2.3.4.5.6.7.-.8.9.a.b.-.c.d.e.f.-.0.1.2.3.-.4.5.6.7.8.9.a.b.c.d.e.f.}...d................ Boot0001* UEFI:CD/DVD Drive BBS(129,,0x0) Boot0003* UEFI:Removable Device BBS(130,,0x0) Boot0004* debian HD(1,GPT,01234567-89ab-cdef-0123-456789abcdef,0x800,0x82000)/File(\EFI\debian\shimx64.efi) [...]
To delete a boot option, first identify its four-digit BootXXXX identifier, and then run efibootmgr -b XXXX -B to delete it. So in my example, the identifier for Windows is Boot0000, so the command would be:
efibootmgr -b 0000 -B
Another possibility is that you are seeing Windows listed in the GRUB boot menu. For that, the most probable reason is simply that you haven't refreshed your GRUB configuration since deleting the /boot/efi/EFI/Microsoft directory. That should be easily fixed:
grub2-mkconfig > /boot/grub/grub.cfg