Just had the same problem.

Created a project and some todo tasks. Then deleted them and the project.

Recent comments though continued to show the 2 Project Activities that I had just deleted.

Recent comments showed 3 comments but on clicking through only one comment from an area not to do with project Manager displayed-the only valid comment there should be. So where were those other two comments? I deactivated all plugins and no change -except in Recent Comments the two hidden comments showed up -the two activities from Project Manager -oddly there were no check boxes beside them so that they could be removed. The issue is strictly with deleted Project Manager activities displayed as comments on the Front page recent Comments Widget.