When you meet up with them in the 1 of 2 settlements you sent them too, I believe you can just go into workshop mode, highlight them, click the supply route button (like you did originally) and then assign to a different settlement. Or assign them to a different task like farming. Just assigning them to a different task is the only way I know how to cancel their supply route. Just remember, even if you cancel their route, their name will still be a "Provisioner" instead of a "Settler"