Another way, although this is a bit long winded (but 100% accurate) is to open up your midi track in Staff View.
Any duplicate notes will appear twice on either side of the "stalk" - you can then select one of the duplicates and hit the delete key.
Note: sometimes when doing this Sonar will delete BOTH notes, BUT if you hit control + Z (undo) it miraculously puts just ONE note back on the stave, which is exactly where you want to be.