The MRU list just moved for VS 2015. It’s still stored in the registry, it’s just in a different place.
Open regedit and delete the items in:
Recent Projects
HKEY_CURRENT_USER\SOFTWARE\Microsoft\VisualStudio\14.0\MRUItems\{a9c4a31f-f9cb-47a9-abc0-49ce82d0b3ac}\Items
Recent Files
HKEY_CURRENT_USER\SOFTWARE\Microsoft\VisualStudio\14.0\MRUItems\{01235aad-8f1b-429f-9d02-61a0101ea275}\Items
Restart Visual Studio and that should do it.