ASP.NET: Is it possible to iterate through all Session objects

Iterator.remove() is safe, you can use it like this:

List<String> list = new ArrayList<>();

// This is a clever way to create the iterator and call iterator.hasNext() like
// you would do in a while-loop. It would be the same as doing:
//     Iterator<String> iterator = list.iterator();
//     while (iterator.hasNext()) {
for (Iterator<String> iterator = list.iterator(); iterator.hasNext();) {
    String string = iterator.next();
    if (string.isEmpty()) {
        // Remove the current element from the iterator and the list.
        iterator.remove();
    }
}

Note that Iterator.remove() is the only safe way to modify a collection during iteration; the behavior is unspecified if the underlying collection is modified in any other way while the iteration is in progress.

Source: docs.oracle > The Collection Interface

And similarly, if you have a ListIterator and want to add items, you can use ListIterator#add, for the same reason you can use Iterator#remove — it's designed to allow it.

In your case you tried to remove from a list, but the same restriction applies if trying to put into a Map while iterating its content.

You may try using stored procedure in SQL Server to clear all the sessions:

CREATE PROCEDURE [dbo].[DeleteSessions]
AS
DELETE [ASPState].dbo.ASPStateTempSessions

RETURN 0