In Standard Edition, it was possible to delete an entity if it was not used, but in Enterprise Edition, your only option is to make the entity inactive, and use a different entity code in the other domain. When the entity was created, you would have received a message saying "Entity-Domain link cannot be undone once this record is saved. The process will take some time to complete".
There are a lot of records associated with the entity that are created in the background when you save the entity record. To change or remove these may require a Services engagement. I would suggest that you contact the Support team in the first instance if you really need to keep the original entity code in the other domain.