I had a same problem. I have several cars.wads and anim.wads, and I just copied the ones I wanted to the main Gp4 folder. I also have different phisics files and perf files in my main Gp4 folder, they can be used with Gpxpatch. When I want to use CSM, I simply copy original cars.wad and anim.wad to the Gp4 folder, but physics files and perf files, tweaker files can be left there.
So No Clean Wads is just for cars.wad, anim.wad and not for the circuits, you don't have to reinstall Gp4.
Sorry if I was too short, or hard to understand, I hope it help you...