Vegasaur can delete all gaps in one step, but in your case it is better to use one image sequence than a lot of individual images.
From the Help:
From the File menu, choose Open. The Open dialog box is displayed.
Choose the folder where the sequence you want to open is stored:
Select the first image in the sequence (or the image you want to use to start the event).
Select the Open still-image sequence check box.
In the Range box, enter the number of the last image you want to open. For example, if you’d selected AnimationOne_00001.tga in step 3, you could enter 120 in this box to create a new event using AnimationOne_00001.tga to AnimationOne_00120.tga.
Click Open to display the Media Properties dialog, where you can view or edit information about the sequence.
(Set the desired FPS)
Click OK.