If you have the new WiFi model of controller then you can simply choose to bind a new temperature sensor for the zone and it will replace the old one without needing to delete the zone or touch any of the HR92's. You don't need to unbind the old DTS92 at the controller end.
I would still clear the binding on the old DTS92 itself though if it is still functional, the main reason being that it will still try to act as a set point controller even if it is no longer the temeprature sensor for the zone.
So clear the binding on the old DTS92, then on the controller choose to bind a new temperature sensor then put the new DTS92 in binding mode so that it binds, job done.
I would leave the batteries out of the old one unless you choose to bind it to another zone.