Recent files are stored in:

~/.local/share/recently-used.xbel

Disabling them completely:

gsettings set org.gnome.desktop.privacy remember-recent-files false

Links:

• https://alexcabal.com/disabling-gnomes-recently-used-file-list-the-better-way
• https://www.freedesktop.org/wiki/Specifications/desktop-bookmark-spec/