Yes, you can remove content from the "Continue Watching" queue on your mobile device and on the web.
To do so, you will need to go to the "On Demand" section and select "Select". In the "Continue Watching" section, locate the content you wish to remove. Click on the 3 dots at the top right to bring up the menu. Then select the "Delete from list" option. This action will immediately remove the content from the list and cannot be reversed.