We've already covered deleting individual messages in iOS 7 so here's how to delete them in the Messages for Mac app:
- Launch the Messages app on your Mac.
- Find the message thread you'd like to delete a single message from.
- Click on the message you'd like to delete one time so it's highlighted a darker blue than the rest of your messages.
- Now right-click on the message.
- From the menu that appears, click on Delete.
- That particular message will be removed from the thread.
That's all there is to it. It isn't a very obvious option, but it is there.