another easy way would be, to set the 'Default Items Per Page' (Admin): Display to 1'000,
then, you could bulk-remove everything not needed with a few simple Clicks!
Just make sure, to have NO data active, linked to a unused Country or Zone, otherways, it would
not remove such settings. And you have to start with ZONES, as I recall, to remove Countries
afterwards. BUT THEN, you also have to clean out / disable the TAX Sections first, or then, you cannot
clean out Zones...
It will kill somewhere around 4'000 DB Lines, so, it a good reason to do it, if one does not use many Countries.
Just make sure, not to remove your own Country and Zones, or you have to create them again !