List<String> dpmFullnames = new List<String>{'MyMetaDataName.lasZ', 'MyMetaDataName.zNkrh', 'MyMetaDataName.zNkA'};
List<String> dpmDontRemove = new List<String>{'lasZ'};

System.debug(dpmFullNames);
Metadata.DeployContainer container = new Metadata.DeployContainer();

List<Metadata.Metadata> savedCustomMetadata =
  Metadata.Operations.retrieve(Metadata.MetadataType.CustomMetadata,
        dpmFullnames);

 for(Metadata.Metadata dpm : savedCustomMetadata){
Metadata.CustomMetadata dpmRecord = (Metadata.CustomMetadata) dpm;
     String recordName = dpmRecord.fullName.substringAfter('.');
          if(!dpmDontRemove.contains(recordName)){
         System.debug('Remove '+recordName);
        container.removeMetadataByFullname('MyMetaDataName.'+recordName);
     } else {
         System.debug('Add '+recordName);
         container.addMetadata(dpmRecord);
     }
 }


SonarCustomMetaDataDeployCallback callback = new SonarCustomMetaDataDeployCallback();
Id asyncResultId = Metadata.Operations.enqueueDeployment(container, callback);