First remove the volume from your iSCSI target.
Next, use lvremove to remove the volume. This step is not really required, but in my opinion it's a good practice to do this consciously rather than typing "y" at the question of vgremove. You should be aware what you are removing, and always think twice if you really want to remove data. Lecture over
When the volume group has no volumes left, remove the volume group.