I removed Boot Camp the hard way, but then I got a Windows error anyway. Should I be concerned?
You did a good job removing the Widows related partitions. I assume your Windows 10 was an EFI/GPT install, therefore you probably still have code left in the EFI partition (disk0s1).

To view the contents of this EFI partition you have to mount it. You can do so with the command shown below.

sudo diskutil mount /dev/disk0s1


Below is a what I have in my EFI partition. I do not have any EFI dependent operating systems installed. If you have any folders that are Microsoft related, you can delete them. For example, the folder EFI/Microsoft.



You can also look for the folder EFI/BOOT. The apple firmware will recognize the file bootx64.efi in this folder as the default name for removable operating systems. You can delete this folder.

When finished, unmount the EFI partition with the following command.

diskutil unmount /dev/disk0s1