I cannot delete a tacho style core temp sensor in my debian 9.1, Xfce 4.12 desktop. The sensor is just not responsive at all...neither right nor left click has any effect, and the sensors do not act like buttons when I cursor over them. Other plug-ins appear to work correctly, drop down menu buttons, clock, notifications, etc.
Created attachment 7351 Preversion of 1.2.99 with i18n updates over 1.2.98
Yes, there was a plethora of bugs. They have been fixed starting with release 1.2.97. Please confer to http://archive.xfce.org/src/panel-plugins/xfce4-sensors-plugin/1.2/ . You might also want to contact your distro's maintainers. As https://packages.debian.org/sid/xfce4-sensors-plugin shows, Debian delivers the 1.2.6 release from 2015.