In Control Panel, click on System > Advanced system settings > Advanced and under Startup and Recovery, click on Settings.
Then, in the Write debugging information drop down menu, select (none), then "OK" your way back out. Then try Clean up again. Note you may have to reboot to unlock the dmp file so it can be deleted. If that works, I would enable it again, in case it is needed in the future.
Also note that CCleaner - Slim Version
is able to purge the system of .dmp files too. Before first use, go to Options
and ensure Only delete files in Windows Temp folders older than 24 hours