Remove missing MonoBehaviour script components in Unity 2019.1 including visiting prefafab assets.

RemoveMissingScriptsRecursively.cs

using System.Collections.Generic;
using System.Linq;
using UnityEngine;
using UnityEditor;
public static class FindMissingScriptsRecursively
{
    [MenuItem("Auto/Remove Missing Scripts Recursively Visit Prefabs")]
    private static void FindAndRemoveMissingInSelected()
    {
        // EditorUtility.CollectDeepHierarchy does not include inactive children
        var deeperSelection = Selection.gameObjects.SelectMany(go => go.GetComponentsInChildren<Transform>(true))
            .Select(t => t.gameObject);
        var prefabs = new HashSet<Object>();
        int compCount = 0;
        int goCount = 0;
        foreach (var go in deeperSelection)
        {
            int count = GameObjectUtility.GetMonoBehavioursWithMissingScriptCount(go);
            if (count > 0)
            {
                if (PrefabUtility.IsPartOfAnyPrefab(go))
                {
                    RecursivePrefabSource(go, prefabs, ref compCount, ref goCount);
                    count = GameObjectUtility.GetMonoBehavioursWithMissingScriptCount(go);
                    // if count == 0 the missing scripts has been removed from prefabs
                    if (count == 0)
                        continue;
                    // if not the missing scripts must be prefab overrides on this instance
                }

                Undo.RegisterCompleteObjectUndo(go, "Remove missing scripts");
                GameObjectUtility.RemoveMonoBehavioursWithMissingScript(go);
                compCount += count;
                goCount++;
            }
        }

        Debug.Log($"Found and removed {compCount} missing scripts from {goCount} GameObjects");
    }

    // Prefabs can both be nested or variants, so best way to clean all is to go through them all
    // rather than jumping straight to the original prefab source.
    private static void RecursivePrefabSource(GameObject instance, HashSet<Object> prefabs, ref int compCount,
        ref int goCount)
    {
        var source = PrefabUtility.GetCorrespondingObjectFromSource(instance);
        // Only visit if source is valid, and hasn't been visited before
        if (source == null || !prefabs.Add(source))
            return;

        // go deep before removing, to differantiate local overrides from missing in source
        RecursivePrefabSource(source, prefabs, ref compCount, ref goCount);

        int count = GameObjectUtility.GetMonoBehavioursWithMissingScriptCount(source);
        if (count > 0)
        {
            Undo.RegisterCompleteObjectUndo(source, "Remove missing scripts");
            GameObjectUtility.RemoveMonoBehavioursWithMissingScript(source);
            compCount += count;
            goCount++;
        }
    }
}

Wow, just like magic. Thank you! This should be built in!