There are three section in the camera app, Photos, Shared and Albums. Make sure you are in the Albums section, then go to Camera Roll and delete the photos you want. They will remain in your photostream and you will be able to see them in both the sections Photos and albums, whereas the pictures then will only be available under Photostream only and not anymore in Camera Roll.
It is as far as I know not possible to delete pictures from photostream on one device and still keep it on the others. To do so, you must save each picture you want to keep onto the Camera Roll on each device