Good catch. Added to
BankPipe development. Note that "pending" payments are deleted after 1 week by default (you can set BankPipe's task to run more often if you want).
You can safely remove payments in bankpipe_payments table, there are no dependent tables or fields. As payments are not marked as sandboxed, the easiest (and possibly only) way to do this is to delete them on a dateline basis. Pick the last payment "pid" you've done in the sandbox and run:
DELETE FROM {prefix}bankpipe_payments WHERE pid < {pid}
Replace {pid} with the aforementioned pid, and {prefix} with your table prefix.