When you invoke Conversion.ouput, pass it a PdfSettings object in which you've setImageHandler to an object implementing FileConversionImageHandler which contains your cleanup code.
I guess it would be convenient if the FileConversionImageHandler interface had a cleanup method which you could call at the end of the process to delete images (or was called automatically?), but it doesn't right now.
(AbstractConversionImageHandler does keep a map of images, which could possibly form the basis of your cleanup, though it contains external images as well; alternatively, you could delete everything starting with the UUID)
By the way, you can setImageIncludeUUID(false) if you wish (suitable only in a non multithreaded environment).
cheers .. Jason