Initially I had a warning that the Price Set was in use, with a useful link to the page in question.
I then removed the Price Set from the Contribution page in question, but I am now getting the same message ie
Unable to delete the 'xxx' Price Field - it is currently in use by one or more active events or contribution pages or contributions or event templates. If you no longer want to use this price set, click the contribution page title below, and modify the Amounts or Membership tab configuration.