The Visual Studio Qt Plugin is designed to put all files generated by uic, rcc and moc into a GeneratedFiles directory. Just like you stated, if you clean out the project, all of these generated files are also removed.
The files generated will be:
ui_*.h for all form files created with QtDesigner
qrc_*.cpp for all resource files created with QtResource
moc_*.h for all header files that contain Q_OBJECT
*.moc for all .cpp files that contain Q_OBJECT
The plugin is not designed to clean out any other files that you might put there yourself because it's not intelligent enough to know what your purpose with them is.
I would suggest that you put all your own header files somewhere else and delete them manually whenever you need to.