Usually this is possible only when you use a so called packet-writing software like InCD. Of course, if the disc was not written from the beginning with that software, you cannot remove single files.
However, packet writing softwares are so buggy that almost always all data on discs are lost after a short time.
The only reliable alternative is to rip all the disc content as ISO file, then use an ISO editor to remove all files you want to get rid of, and then burn again the ISO on the disc. A rather long way, but for what I know also the only reliable one
If you need to frequently remove single files from a rewritable media, however, a safer way is to use an external HDD, better if a 2.5" one that doesn’t require an external power supply. In this way you will have a higher capacity and you can delete all files you like with no problems