How to cancel an order?

You can click on 'order list'. Under the greyed out 'Finish Order' button, there is a tiny grey underlined phrase 'Reject this order'.

You can click this and it will tell you to wait 10 minutes until the next order comes through.

Unfortunately there seems to be a glitch at the moment so the same order keeps coming back.

So the only thing that works at the moment is to upgrade your buildings until they produce what is ordered, and/or unlock the next empty order slot to get a different order.