I too find it far to painful to have phone numbers and addresses of those I have lost. So usually sometime during the first month after a death, I delete phone number from my phone, e-mail address from my accounts and delete name, address and phone number from my address book. Otherwise I feel like crying, or do so, every time I see their name.
However, we are all, mercifully, different and I can well understand that others find it too painful to delete as even for me it feels as if I am somehow delete the person from the land of the living when I delete names and phone numbers.