Delete a game and it’s data permanently from my iPhone 11 Pro

Find the game you want to delete, long press on it and select Remove App, and then Delete.

After, go to:

Settings -> Apple ID (Your Name) -> iCloud -> Manage Storage

If your game has some data lying here, then you can choose to delete it from here as well.

If you want to hide the game from the Bought overview in the App Store, then open the App Store, tap on your profile picture in the upper right corner - select Purchased. Find the game in the list and swipe from right to left and select Hide.