If you don't have too many artifacts in the course you don't want, you can delete them from the .ics file with a Text Editor.
When you click on Calendar Feed it gives you the option to copy the URL for the .ics file or Click to view Calendar Feed [see image]. I'm on a Mac and when I click to view, it downloads the file.
I right click to open and choose the Text Editor [see image], then search for my course numbers [pink and green highlighting], and look for the one I want to delete.
In the text editor you can find your course numbers and delete everything from BEGIN:VEVENT to END:VEVENT [marked with blue lines on image]. I'm sure there's identifying info in the redacted one, but I try to remain anonymous when possible.
Save the file and import as you normally would.