How can I remove certain HTML tags from the RSS feed?

You haven’t specified how it doesn’t work 🙂

Does it remove some links or doesn’t do anything at all. Anyway, to alter the content of every RSS item you can use rss_item() hook, or rss2_item() depending which stream is your target.

add_filter('rss_item', 'custom_item_content');
function custom_item_content($content) {

    //  alter your $content here

    return $content;
}