Grav saves all the contact form messages in user/data as simple text files that can be managed with the data plugin or just on your file system. Those 2 ways involve a lot of repetitive mouse work. And more with multiple sites. I've written a Perl script that lets me pick a site, read the text one at a time, delete, keep or archive to a single file. Then on the the next.
It is specific to my sites, but should work anywhere (with ssh access) by changing the names and paths in the script.
Perl because it should run anywhere and this does not need much of an interface.