Given the link from your question, look at the table mysql.proxies_priv

mysql> show create table mysql.proxies_priv\G
*************************** 1. row ***************************
       Table: proxies_priv
Create Table: CREATE TABLE `proxies_priv` (
  `Host` char(60) COLLATE utf8_bin NOT NULL DEFAULT '',
  `User` char(16) COLLATE utf8_bin NOT NULL DEFAULT '',
  `Proxied_host` char(60) COLLATE utf8_bin NOT NULL DEFAULT '',
  `Proxied_user` char(16) COLLATE utf8_bin NOT NULL DEFAULT '',
  `With_grant` tinyint(1) NOT NULL DEFAULT '0',
  `Grantor` char(77) COLLATE utf8_bin NOT NULL DEFAULT '',
  `Timestamp` timestamp NOT NULL DEFAULT CURRENT_TIMESTAMP ON UPDATE CURRENT_TIMESTAMP,
  PRIMARY KEY (`Host`,`User`,`Proxied_host`,`Proxied_user`),
  KEY `Grantor` (`Grantor`)
) ENGINE=MyISAM DEFAULT CHARSET=utf8 COLLATE=utf8_bin COMMENT='User proxy privileges'
1 row in set (0.00 sec)

mysql>

Since it is a MyISAM table, you could just truncate the table.

In case you need it back, make a backup of it and truncate it after.

ALTER TABLE mysql.proxies_priv RENAME mysql.proxies_priv_backup;
CREATE TABLE mysql.proxies_priv LIKE mysql.proxies_priv_backup;

Then, go restart mysql

service mysql restart

A far simpler way would be to use the REVOKE command:

REVOKE PROXY ON user
    FROM user [, user] ...

Due to the warning, you would have to restart mysql to make sure the warning does not come back.

Give it a Try !!!