JSFiddle - React, Tailwind, and code Playground

HTML

<select>
    <option value="1">Test 1</option>
    <option value="2">Test 2</option>
    <option value="3">Test 3</option>
</select>

CSS

.hide-option {
    display: none;
}

JavaScript

var $select = $('select');

$select.prop('selectedIndex', -1); //ensure we can hide the first option

$select.change(function () {
    //not sure why you would not want to remove the option instead of hiding it byt, if you want to hide... 
    $select.children('option:selected').wrap('<span class="hide-option"></span>');
    
    //remove it
    //$select.children('option:selected').remove();
    
    this.selectedIndex = -1; //ensure we can hide the last option
});