WAL mode has problems, don't use it. Problems vary but the very large size your report is one, other problems include failure during migration (using NSPersistentStoreCoordinators migratePersistentStore) and failure during importing of iCloud transaction logs. So while there are reported benefits until these bugs are fixed its probably unwise to use WAL mode.
And NO you can't delete the Write Ahead Log, because that contains the most recent data.
Set the database to use rollback journal mode and I think you will find you no longer have these very large files when loading lots of data.
Here is an extract which explains how WAL works. Unless you can guarantee that your app has run a checkpoint I don't see how you can delete the WAL file without running the risk of deleting committed transactions.
How WAL Works
The traditional rollback journal works by writing a copy of the
original unchanged database content into a separate rollback journal
file and then writing changes directly into the database file. In the
event of a crash or ROLLBACK, the original content contained in the
rollback journal is played back into the database file to revert the
database file to its original state. The COMMIT occurs when the
rollback journal is deleted.
The WAL approach inverts this. The original content is preserved in
the database file and the changes are appended into a separate WAL
file. A COMMIT occurs when a special record indicating a commit is
appended to the WAL. Thus a COMMIT can happen without ever writing to
the original database, which allows readers to continue operating from
the original unaltered database while changes are simultaneously being
committed into the WAL. Multiple transactions can be appended to the
end of a single WAL file.
Checkpointing
Of course, one wants to eventually transfer all the transactions that
are appended in the WAL file back into the original database. Moving
the WAL file transactions back into the database is called a
"checkpoint".
Another way to think about the difference between rollback and
write-ahead log is that in the rollback-journal approach, there are
two primitive operations, reading and writing, whereas with a
write-ahead log there are now three primitive operations: reading,
writing, and checkpointing.
By default, SQLite does a checkpoint automatically when the WAL file
reaches a threshold size of 1000 pages. (The
SQLITE_DEFAULT_WAL_AUTOCHECKPOINT compile-time option can be used to
specify a different default.) Applications using WAL do not have to do
anything in order to for these checkpoints to occur. But if they want
to, applications can adjust the automatic checkpoint threshold. Or
they can turn off the automatic checkpoints and run checkpoints during
idle moments or in a separate thread or process.