Go to the Data Validation dialog menu in the same way as if you were deleting the menu options, but instead of deleting them all, simply delete only the ones you want to remove.

Susan Harkins shows you a quick method for removing validation rules for multiple ranges in Excel, at the same time.

To remove the circle from a single cell, enter valid data in the cell. On the Data tab, in the Data Tools group, click the arrow next to Data Validation, and then click Clear Validation Circles.