The g_list_remove_link() API removes the element from the GList but does not free the allocated slot in the list. We should use g_list_delete_link() instead.
This change fixes all the valgrind memleaks in the proxy unit tests shown using the following command:
valgrind --suppressions=/usr/share/glib-2.0/valgrind/glib.supp --leak-check=full ./build/tests/wp/test-proxy