It will work usually with
$ cd /usr/lib/mailman
$ bin/discard /var/lib/mailman/data/heldmsg--*
If the list is too long
$ cd /var/lib/mailman
$ find data -name heldmsg--\* -print | xargs /usr/bin/discard
It will work usually with
$ cd /usr/lib/mailman
$ bin/discard /var/lib/mailman/data/heldmsg--*
If the list is too long
$ cd /var/lib/mailman
$ find data -name heldmsg--\* -print | xargs /usr/bin/discard