I've deleted the .sublime-project and .sublime-workspace files but the project is still shown in the list.
Also how do I rename a project?
It's okay. I found it in the "clear recent" menu option and I just renamed my projects before reopening.
Try this solution: http://sublimetext.userecho.com/topic/84110-switch-project-dialog-shows-deleted-projects/You only need to edit last section
This link appears to be dead. What file shows this list of recent workspaces?
*.sublime_session files in Data/Local.
Just a quick note: sublime needs to be closed when you edit that file (you need to edit with either portable sublime or other editor).