You can try to use the glob module to remove the files under a given subdirectory:
import glob, os
init_files = glob.glob('./directory/__init__.*')
for f in init_files: os.remove(f)
To go through subdirectories recursively you could use the os.walk
function:
import os, fnmatch
for root, dirs, files in os.walk('./directory'):
for f in fnmatch.filter(files, '__init__.*'):
os.remove(f)