Delete part of an animation without replacing it

I would suggest rendering what you have using the Composition /Pre-render menu. This will give render a production quality master with an alpha channel and import it into your Project.

When that is done, create a new comp with the Pre-rendered footage, add Mocha AE and start the process of Rotoscoping Tinker to remove the rest of the background. You'll find instructions on that workflow here.

When you get proficient at Rotoscope work in Mocha AE, it may take you a couple of hours to remove all of the background. 

When that is done, you can use one of the particle generators in AE to add sparkles that fairly closely match the originals. 

I can think of no more efficient shortcuts that will solve your roto problem. You might even be better off just doing all of the work in Mocha AE and forgetting the Keylight process. You may bet cleaner edges. 

The procedures aren't different regardless if you replace something or just delete it. In your case you'd simply use additional masks after you've pre-compose the keyed stuff. Of course the twinkles will still disappear. There is no layers or real 3D depth. That's why in such a case most artists would simply re-create it from scratch with particle systems. So one way or another you have to invest more work and use additional techniques.

Mylenium