Those monkeys should be there unless you have not visited the correct square.
I had over 40 saves for this game.Also I think you can overwrite the saved games.
If you really want to remove the saved games - try going to the saved game folder and delete it there.
I am not sure if there is a "delete" in the saved game page.
One other thing (aside from changing your resolution) - you can jump to the start of the map and walk from there.