How do you delete the persistant "pinned" grey circle from iphone Messages?

My wife has an iPhone 13 Pro Max with IOS 15.6.1.

She accidentally pinned a group message. She then deleted the conversation, but the grey circle (now empty -no initials) is still pinned there. She doesn't remember all of the people that were on the original conversation. We've recreated a few messages with the people that she thought were in the original, but the conversations for those test texts do not show up in the pinned area.

We went into "edit pins" and it places a small minus sign on the circle, but it is not actionable. Touching the minus sign does nothing.

How do we get rid of the grey circle?