When one tries to get a heap dump with the following command:

cf java heap-dump test-java-main-application --local-dir C:/Users/i045709/Downloads/heap-dump -i 1

an error occurs:

Failed to find heap dump in application container

/tmp/test-java-main-application-heapdump-7ae4c63d-9872-4cc9-bee4-6e35682fefa9.hprof
/tmp

The heap dump is generated on the container but copying it locally and deleting the file from the container fails.
Thus the only way to get the file and delete it is manually using cf ssh to the container