I have to translate the following code from Java to Scala:

for (Iterator<ExceptionQueuedEvent> i = getUnhandledExceptionQueuedEvents().iterator(); i.hasNext();) 
{
    ExceptionQueuedEvent event = i.next();
    try {
        //do something
    } finally {
        i.remove();
    }
}

I'm using the JavaConversions library to wrap the Iterable. But as i'm not using the original Iterator, i don't know how to remove the current element correctly from the collection the same way as i did in Java:

import scala.collection.JavaConversions._
(...)
for (val event <- events) {
  try {
    //do something
  } finally {
    //how can i remove the current event from events?
  }
}

Can someone help me? I guess it's easy, but i'm still kinda new to Scala and don't understand what's going on when Scala wraps something of Java.