Oh wait, it gets worse.  The saves AREN'T SAVED in a way that tells me which game they were from since my empire changes names every era.  Sure, I've sorted them by date so that helps but this is a lot of yuck.

You can literally delete save files from the Load menu. They are also labeled either Automatic, quick save or normal save (no label). Just click on the save and there will be a "X" next to the load button.

How did you manage to run out of space for manual saves by the way ? Having a limit is actually the sane thing to do, some older games like the Witcher 1 did not have a limit or any clean-up function and your save files could become about 5 to 10 GB, more than the game itself.

They're tiny.  No, there was no disk space issue.

In a load menu you can see filename along with save name.

By space I was more referring to how did you hit the limit on the number of saves ? How many manual saves do you use and have you tried deleting them directly from the Load menu ?