I've been having trouble organizing my xcom save games, but to got to somewhat clear and reset my game saving order. save your game and take note of the timestamp i.e date and time.

in your, my documents/my games/xcomenemywithin/xcom/save folder you'll see the profile.bin and save## file will have the same timestamp. delete all other files except these two. Do note the game must not be running to do this.

load the game and you'll only have one save game file. your latest saved game you can proceed as normal and your save game file list will be cleared