There are times when you want to delete an entity from target entity list and when you do so, you face an error message which does not tell you where exactly the entity has been used.
"Entity cannot be deleted while dependent Entities for the processing group exist. Delete dependent Entities for a processing group and try again."
Browse the environment by appending this part /?mi=SysTableBrowser&TableName=DMFDefinitionGroupEntity&cmp=USMF at the end.
For example; if the environment URL is https://daxture.sandbox.operations.dynamics.com then the complete URL will be https://daxture.sandbox.operations.dynamics.com/?mi=SysTableBrowser&TableName=DMFDefinitionGroupEntity&cmp=USMF
Filter for Entity and it will give you the DefinitionGroup where the entity has been added or used in data management import/export projects.
Get the DefinitionGroup name and search in the export/import projects under data management and either delete the whole project or remove the entity from the group. Try deleting/removing entity from target entity list and it should be good now.