option 1

Edit C:\Users\Default\AppData\Local\Microsoft\Windows\Shell\LayoutModification.xml

Edit/Remove <CustomTaskbarLayoutCollection>

option 2

Edit %userprofile%\AppData\Local\Microsoft\Windows\Shell\LayoutModification.xml

Remove entries from <taskbar:TaskbarPinList>.

option 3

Change registry so *nothing* can be pinned at all.

HKEY_CURRENT_USER\SOFTWARE\Policies\Microsoft\Windows\Explorer

New DWORD NoPinningToTaskbar with value 1.

option 4

Change registry

Computer\HKEY_CURRENT_USER\SOFTWARE\Microsoft\Windows\CurrentVersion\Explorer\Taskband

Set Favorites to 0xff.