$operand = new AdGroupFeed($adGroupFeed->feedId, $adGroupFeed->adGroupId);
$operation = new AdGroupFeedOperation($operand, 'REMOVE');
$feedService = $user->GetService('FeedService', $this->apiVersion);
$result = $feedService->mutate([$operation]);
Since you are deleting AdGroupFeed objects, you'll want to use the AdGroupFeedService instead. Please give that a try and let me know if that doesn't resolve the issue for you.
Thanks,
Josh, AdWords API Team