I don't know what you can do from MAMEwah.
MCM will only remove artwork based on content - so if galpanic got removed, MCM will remove the artwork files, since it's a mature game, but if you just decided you didn't want to play the Spanish version of Gauntlet, MCM won't help you.
You can do this with EmuLoader (
www.mameworld.net/emuloader) assuming the following:
The only games you want are games supported by your roms, and
Your artwork is named as gamename.png or gamename.jpg.
Here's the quick way to do it.
Install EL - It should find MAME and all your available games.
Filter the list to show only available games (4th button on the toolbar).
Tell EL where your title (marquee, etc.) shots are.
In the image viewer, select the correct image type, right-click and select "Delete unnecessary images".
I think this sends them to the recycle bin. It's not a bad idea to go back through and make sure it didn't delete anything you wanted.