How to delete a backup of /dev/fd?
If this is an external drive, you can just clean it up from another host.
/dev/fd contains the file descriptors for the current running process, so they're kind of special - you may need to drop down to single-user mode (command-s at boot chime), or plug the device into another host to remove this.
You could also try mounting the volume 'nodev' (umount $BACKUP_VOLUME; mount -o nodev $BACKUP_VOLUME $BACKUP_MOUNTPOINT) and just cleaning it up that way.