When selecting the "ellipse" to the right of the document in a chat. There is no option to "delete" the file. Likewise, when trying to "edit" the document, once edit has been selected I get an error "bad request".
Deleting a file shared in a Teams space is straight-forward — go to the “Files” tab, click the ellipsis next to the file name, and select “Delete”. But when you do the same thing with files shared through Chat … there's no delete option.