How can I remove wallpapers that came in an Apple update from my iPhone

They are built into iOS and CANNOT be removed. Simply don't use them if you don't want to. And please DON'T tell us what wallpaper or WHY. It simply doesn't matter. The answer IS, they cannot be removed, PERIOD.

You cannot.

Similarly, you cannot remove a holiday from a holiday calendar you subscribe to. You cannot remove any of the (likely many) Accessibility features you don’t use.

You are not required to use them.

That is an easy one. You cannot remove wallpapers. You also cannot remove emojis. There are also many other things built into iOS that cannot be removed.