I have plenty of grease pencil sketches in my blend file. Is it possible to remove all of them very fast?
Short answer: Yes!
Press N, go to Grease Pencil and uncheck the checkbox:
This will hide all grease pencil sketches, while retaining the information in case you want your sketches back at a later time.
Long answer: In the Viewport press N and go to the Grease Pencil portion of the menu on the right.
There are several ways to remove a grease pencil sketch, you can just hide the grease pencil (the checkbox), you can delete a frame, you can delete a layer (the "X"), or you can hide a layer (the eye). You can use the RMB or use Shift+D to get the grease eraser. Use the LMB (or RMB depending on the method) to erase, and the MMB to change the size of the brush.