This action cannot be completed because the file is open in another application - Adobe PDF

To find and close the process that has the file open, do this:

1. Open resource monitor (Windows +R to open Run then type Resmon.exe)
2. Open the CPU tab in the monitor
3. Select all processes (not sure if this is needed, you can probably just search for the handle)
4. Expand "associated handles"
5. Search for the file you need
6. Close the process that has the handle

Answer stolen from here https://www.reddit.com/r/AdviceAnimals/comments/2dvbva/the_action_cant_be_completed_because_the_folder/cjtmywc

It turns out that I could not delete the PDFs because they were open - in the file preview window in Windows Explorer! Turn off file previews in Windows Explorer if you run into this issue with PDFs that you cannot delete.