All GRUB entries which exist after an update-grub command has been executed are there because there is still a copy of at least the boot files for that entry somewhere on your computer.
You can remove old versions of the kernel (which you can verify by looking in /boot) with Synaptic by searching for the kernel version, then doing a remove. Ubuntu Tweak used to have (and may still have) a way to remove old, unused kernels, also. I can't verify as I use LMDE.
LMDE Mate 64-bit, LM17 Mate 64-bit
Debian Mate 64-bit, Xubuntu 14.10 64-bit, Ubuntu-Mate 14.04 64-bit, Antergos Xfce 64-bit, PCLinuxOS Mate 64-bit