I deleted them, but discovered that the huge one I'd been messing with refused to delete until I closed Newsbin, as it was in use.
If you exit Newsbin, delete GZ files, then restart, they won't come back unless you still have the header download in your download list (which is what this sounds like). Deleting groups doesn't stop a header download you already have running in the download list.
If your anti-spam filters are targeting the poster, they probably won't help you with the latest iteration of the spam flood. You need to use a subject filter instead. Several are discussed in the header filter topic. The spammers switched to random poster address so poster doesn't work anymore (you can still use it for other posters).