@unboggling: There is no setting in CC that will clean up after a reader program.
They appear to be cover images, which it probably uses to accelerate drawing its bookshelf view, Kovid is right -- Moon+ should delete these files itself, but it doesn't. I will look at adding some kind of consistency checker that is app-based, but it will probably need to wait until we have a more rational preferences setup.
BTW: Moon+ survives deleting the entire directory. It recreates it when it needs it, adding the covers at that time. That is a fast way to clean up after it.