Hey John
If these are just optimized media files and render caches, you can delete them by going to Playback>Delete Optimized Media and Playback>Delete Render Caches>All. Assuming that you are done with editing and rendering your project and will not need to go back to re-edit the project any longer.
.exr files are generated in Fusion using the Saver node. These are very high quality files with large file sizes. I believe these are created by the user, and they can be deleted once you are composited them back into your project and dont need them anymore. Not sure if DR creates .exr files on its own in the background for any reason.
The DR 16.1 Manual has more info on how and when proxy and opt media files are created and how to manage them; check out page 206.
John's Films on Youtube has a playlist for working with optimized media, you can check out some of his videos as well for future research on the subject.
Regards
Sadi