The headphone amp is fine as long as you use low impedance efficient headphones - I used HD 25-1 which ar 70-Ohms and 120dB efficient.
I think the non-deletion was deliberate as some cards could cause problems if you tried to delete some tracks. Best to have several cards, mark which tracks you want, transfer them to PC (or Mac) and then re-format the card in the FR-2LE to delete everything.