Thank you leocg; it is a little bit tedious (I don't think they can be deleted from the address bar) but I tested it with one website and it seems to have worked.
To clarify, under the Opera menu -> History (or Ctrl-H)
In the search bar I entered the name of the website I wanted to clear from auto-complete and deleted all of the entries.
This isn't exactly the same as deleting the auto-complete entries but it appears to have worked.