You could add the following macro to your mailmerge main document. When you click on Finish & Merge>Edit Individual Documents, the macro will automatically delete all table rows where the last cell on a given row is empty.
Code:
Sub MailMergeToDoc()
Application.ScreenUpdating = False
Dim Tbl As Table, r As Long, c As Long
ActiveDocument.MailMerge.Execute
With ActiveDocument
For Each Tbl In .Tables
With Tbl
c = .Columns.Count
For r = .Rows.Count To 2 Step -1
If Split(.Cell(r, c).Range.Text, vbCr) = 0 Then .Rows(r).Delete
Next
End With
Next
End With
Application.ScreenUpdating = False
End Sub