To delete a shipping or return label, open the relevant order via Customers → Orders, switch to the tab of the relevant shipping service provider, and click Delete shipping label in the row of the shipping or return label you want to delete.
Important:
For DHL, GLS, and Austrian Post, deleting a label in the backend also cancels it.
For DPD, labels cannot be canceled, but they automatically expire after 15 days and are then not charged.
For Deutsche Post, labels can be refunded manually. You can find more information about this here.
For all other shipping adapters, you can find information on canceling labels in the respective web portals.