Thanks for both of you. I chose Eric's method. This is what I augmented my conf.py file, in case other readers will have a similar question:
def remove_copied_files(app, exception):
os.remove('source/README.md')
def setup(app):
app.connect('build-finished', remove_copied_files)
# Rest of the function body ...
@Eric What is the advantage of your method compared to that of Takeshi Komiya? I can think of the following: one can use Python's cross-platform functions (os.remove in my case), so I do not have to edit both Makefile and make.bat). Other advantages?
Other question: how can I close this thread with a "Solved" tag?