Step-by-step guide
The tools never change the input file(s). You have to create a new file without the offending message and then do a rename. E.g.,
# Delete the fifth message in the file orig.grib (count = 5) % grib_copy -w "count!=5" orig.grib temp % mv temp orig.grib
This can also be done using the grib_filter (or bufr_filter) where a more complex condition can be entered.