First open up one session. Remove(not delete) the unwanted regions as mentioned earlier. Then go to
"Save Session Copy" and check the "All Audio Files " box. Rename your session and save it to a different location on your drive. You will now have a nice compact session. Repeat the above for the other two sessions.
'Removing' regions will only just remove the audio from the session. All audio files will still be found in the audio folder.
'Delete' will completely delete the audio files from your drive. If you have any other sessions that are linked to these and you delete them, then your screwed. Big time. Trust me.
My words of wisdom are actually from real first hand experience and dumb mistakes.
Shane