There is a setting in VLC to not remember recently played files, but that doesn't stop Windows 10 from keeping this information under its Start Menu items. Would be good to fix that. Thanks.
I think this can't be fixed in VLC, because this is OS behavior. You can fix this yourself:
https://www.howtogeek.com/236711/how-to-turn-off-recent-items-and-frequent-places-in-windows-10