Let's say U wanted to delete exr files named like filename.1055.exr where the frame number is not between 1001 and 1100, that could look like this:
ls -1 *.exr | awk -F "." '{if($2 < 1001 || $2 > 1100) print "rm -v "$0}'
This actually just prints the commands out which is nice to check that it looks reasonable, then one can redirect that back to the shell by adding "|sh" to the end to actually run them!
The -F "." bit sets the field separator to dot, so that $2 is the frame-number part of the filename.
This is just the tip of the iceberg! Once you're over the initial learning-hump, there's so much U can do with awk! Great stuff!