Dual TIme Machine backups; "Delete all backups of a file" applies to only one drive? (Bug?)
I don't know if it has any caveats or risks, but you can also use bypass to delete files on backups:

sudo /System/Library/Extensions/TMSafetyNet.kext/Helpers/bypass rm -rf /Volumes/*/Backups.backupdb/*/*/*/Users/$USER/Documents/folder