What I've been doing when I fill up my 1gb CF card for my BR600 is put it into my PC and copy everything to a temp folder on my pc, then delete the folders I no longer need on device.
I'm wondering if that could be mistake. What's the proper way to work?
Buy a new card.
Strictly speaking, you should avoid deleting files from a BR memory card or writing to the card on your computer. Instead, after you've backed up your card, you should put it back in the BR and erase the unwanted songs (https://static.roland.com/assets/media/pdf/BR-600_OM.pdf#G8.1050004) there. Or, if you don't want to keep any of the songs, you can initialize the card (https://static.roland.com/assets/media/pdf/BR-600_OM.pdf#G12.1050662) in the BR.
But, in reality, you probably won't have any problems using your computer to delete songs or write files to the card. It's just slightly safer to do it on the BR.
Nearly 10 years ago, I created a Windows program called BR Song Librarian for copying individual songs between your BR and your computer. It's very easy to use and allows you to easily organize your backed up songs by giving descriptive names to the folders they're stored in.
See https://songcrafters.org/forum/index.php?topic=12493.0 (https://songcrafters.org/forum/index.php?topic=12493.0).