Qt: is removing QList elements while iterating using foreach macro possible?

If you don't want a copy at all, use iterators. Something like:

QList<yourtype>::iterator it = fooList.begin();
while (it != fooList.end()) {
  if (bad(*it))
    it = fooList.erase(it);
  else
    ++it;
}

(And make sure you really want to use a QList instead of a QLinkedList.)

foreach is really nice when you want to traverse a collection for inspection, but as you have found, it's hard to reason about when you want to change the structure of the underlying collection (not the values stored in there). So I avoid it in that case, simply because I can't figure out if it is safe or how much copying overhead happens.

You should better use iterators for that:

// Remove all odd numbers from a QList<int> 
QMutableListIterator<int> i(list);
while (i.hasNext()) {
    if (i.next() % 2 != 0)
        i.remove();
}