In my case I made a SQL SELECT on project tables, and found the ID of the project (231 in my case) then I looked for in other tables and found a linked comment.
SELECT * FROM fo_object_members where member_id = 231;
Found a linked item, id = 471
SELECT * FROM fo_objects where id=471;
DELETE FROM fo_object_members where member_id = 231;
DELETE FROM fo_objects where id=471;
It would be really useful to have an 'admin' function, which displays all items linked to a project (or task/event).
Anyway, when deleting a project, all these links should be deleted as well automatically.
Regards,
Tonino