How to properly use MacVim on OS X? (And, to delete the duplicative *.app via Finder)?
First, you can certainly delete all the outdated version of MacVim leaving only the newest.

To run MacVim from the command line you need to call the mvim script which is in the app itself, somewhere like /Applications/MacVim.app/Contents/bin/mvim. The best way to do this is to use a bash alias in your .bash_profile file, alias mvim='/Applications/MacVim.app/Contents/bin/mvim