Hi,
In the settings of your menu item, you have the setting "sub elements filter" under the "products options" tab.
If you set that to "all sub elements", it will display all the products of all the sub categories.
If you set that to "direct sub elements", il will only display the products of the current category.
So I believe you want to check that you have set that setting to "direct sub elements".
Also, if you still see the products there after that, it means that your products are directly linked to the main category of the menu item and you don't want that as you want them only linked to their respective sub category.