I don't like having them there taunting me. I find them to be useless if they are closed.
Is there a way to delete the questions I've asked that were closed?
Normally, you'd be able to delete 48 hours after they were closed. But since your questions have answers, this won't work.
Flag each for moderator attention, and ask that it be deleted. Assuming there's no obvious reason why the question should stick around, the mods should be happy to oblige. If you take the time to explain why you want the post removed, you also stand a better chance of getting what you want (this pretty much goes for all moderator flags).
Closing isn't a punishment. It is simply a sorting or categorical method. The closed question is still useful in the sense that other people can determine whether or not that question is on-topic, too general, etc. In the case of duplicate questions, they serve to fill an apparent gap in the searching process.
So don't think of them as taunting you. Think of them as another helpful datapoint for people who need to find an answer.
Duplicate questions are not normally deleted, as they help other users to find a question that is probably difficult to find. I think Jeff Atwood said something about deleting duplicate questions.
Questions with answers present a problem because, if you can ask to dissociate a question with your account (which doesn't necessarily mean the question is deleted), who answered to the question has the same right given from the license used for the content on SE sites.
Said that, you can flag your questions for moderation attention, and ask to have them deleted. Keep in mind that, basing on the above (or other) considerations, they could not delete the question. In my experience with other SE sites, asking for your questions to be deleted doesn't mean they are surely deleted, even in the case those questions have a negative score.