To delete a specific email which has been sent in error you can search for it then use the search to purge the emails from Exchange Online mailboxes in your tenant.

1. Log into the Compliance Admin portal (https://compliance.microsoft.com/contentsearch) and create a new content search.

2. Run the following powershell commands to delete the search returned previously.

# Purge an emails from everyones mailbox sent in error

# Connect to powershell 
Param( 
    [Parameter(Position=0, Mandatory=$true, ValueFromPipeline=$true)] 
    [string] $searchname
) 

if ($Session.state -eq 'Broken' -or !$Session) { 
	write-host "Connecting to Exchange Online Powershell.."
	$Session = New-PSSession -ConfigurationName Microsoft.Exchange -ConnectionUri https://ps.protection.outlook.com/powershell-liveid/ -Credential (Get-Credential) -Authentication Basic -AllowRedirection
	Import-PSSession $Session -Allowclobber
}
# Connect to Sec & Comp PS
Connect-IPPSSession

# Delete using command
New-ComplianceSearchAction -SearchName $searchname -Purge -PurgeType HardDelete

# Get Status of actions
Get-ComplianceSearchAction

3. There may be a delay before the search action is complete but running the Get-ComplianceSearchAction command a few times should show when it is complete.

Now the emails returned by the search will be removed from the mailboxes where they were stored. This does not remove them from mailboxes which are not in your tenant.