Execute cfdirectory on the directory in question. Loop through the query object and use whatever field refers to the name of the file. I'd have to look that up, but you can do that.
Did just deleting them exactly as-is (ie: without escaping the backslashes) not work?
The syntax is <cffile action="delete" file="absolute_path_to_the_file">. So what you need to do is figure out how to get the absolute path, on the basis of the current page.
ExpandPath() should work.