You should be able to create a consumer with a selector set to your GUID to delete the specific message. For example:
ISession session = connection.CreateSession(AcknowledgementMode.AutoAcknowledge);
IMessageConsumer consumer = session.CreateConsumer(destination, string.Format("CustomProperty = '{0}'", msgGUID));
IMessage msg = consumer.Receive();
This will consume the single message and remove it from the queue. I don't think the JMX REST API is necessary.