Git Extension - How to delete old branches?

I'm successfully using the Plesk Git Extension to pull updates from Github to my development and production sites.

However, branches I've deleted from my local dev environment and Github are not deleted from the Branch menu in the extension (under Change branch and path).

Every branch I've ever created is still listed there, despite having been deleted from Github.

How do I remove these? Clicking the Pull Updates button doesn't do it.

Thanks.