Below the for loop that calls the convert code. You could check for the existence of the converted PDF file(s), if it's there then delete the image file the PDF was created from:

' delete the images that have been converted to PDFs
For j = 1 To col.Count
    If Dir("C:\MIHAI\DOC\ASIG\DOSARE\X\" & Replace$(col(j), ".jpg", ".pdf")) <> "" Then
        Kill "C:\MIHAI\DOC\ASIG\DOSARE\X\" & col(j)
    End If
Next