Try this:
Create a file called
encode_and_delete_wav.bat, open it in an editor and add the following:
for /R %%f in (*.wav) do (
"C:\filepath\lame.exe" --preset cbr 256 "%%f" "%%~dpnf.mp3"
del %%f
)
Deploy the file into the folder where the WAV files reside, or edit the parameter
*.wav describing the set, accordingly. I'm not sure whether it will skip the WAV file being written to, try it.