Hey Brooke! I'm sorry to hear you're having this problem. Are these students enrolling through Catalog? If so, the option to drop the course should be on their dashboard (as was mentioned above). Here's a screen shot of one of my sandbox accounts (sorry for the silly listings).

You can see that the top listing does not have a gear (because I was added to the course through Canvas) while the bottom one does, because I enrolled through Catalog.
It sounds like you've already taken a look at the guide, so this probably isn't any new information for you. Just wanted to make sure we covered our bases.
If the students are enrolling through Catalog and still not seeing the gear it means we've got a bug on our hands. In which case I would love for you to send us a few examples where this is happening (courses and students) and we'll get some engineers to take a look at it. Do you have the support email address?