Most efficient way to remove element of certain value everywhere from List? C#

EDIT: Benchmarks for different techniques published at the bottom of this question.

I have a very large List<int> full of integers. I want to remove every occurrence of "3" from the List<int>. Which technique would be most efficient to do this? I would normally use the .Remove(3) extension until it returns false, but I fear that each call to .Remove(3) internally loops through the entire List<int> unnecessarily.

EDIT: It was recommended in the comments to try

TheList = TheList.Where(x => x != 3).ToList();

but I need to remove the elements without instantiating a new List.

var TheList = new List<int> { 5, 7, 8, 2, 8, 3, 1, 0, 6, 3, 9, 3, 5, 2, 7, 9, 3, 5, 5, 1, 0, 4, 5, 3, 5, 8, 2, 3 };

//technique 1
//this technique has the shortest amount of code,
//but I fear that every time the Remove() method is called,
//the entire list is internally looped over again starting at index 0

while (TheList.Remove(3)) { }

//technique 2
//this technique is an attempt to keep the keep the list from
//being looped over every time an element is removed

for (var i = 0; i < TheList.Count; i++)
{
    if (TheList[i] == 3)
    {
        TheList.RemoveAt(i);
        i--;
    }
}

Are there any better ways to do this?

Benchmarks

I tested three techniques to remove 10,138 from an array with 100,000 elements: the two shown above, and one recommended by Serg in an answer. These are the results:

1. 'while' loop: 179.6808ms
2. 'for' loop: 65.5099ms
3. 'RemoveAll' predicate: 0.5982ms

Benchmark Code:

var RNG = new Random();
//inclusive min and max random number
Func<int, int, int> RandomInt = delegate (int min, int max) { return RNG.Next(min - 1, max) + 1; };

var TheList = new List<int>();
var ThreeCount = 0;
for (var i = 0; i < 100000; i++)
{
    var TheInteger = RandomInt(0, 9);
    if (TheInteger == 3) { ThreeCount++; }
    TheList.Add(TheInteger);
}
var Technique1List = TheList.ToList();
var Technique2List = TheList.ToList();
var Technique3List = TheList.ToList();
<div style="background-color:aquamarine;color:#000000;">Time to remove @ThreeCount items</div>

//technique 1
var Technique1Stopwatch = Stopwatch.StartNew();
while (Technique1List.Remove(3)) { }
var Technique1Time = Technique1Stopwatch.Elapsed.TotalMilliseconds;
<div style="background-color:#ffffff;color:#000000;">Technique 1: @(Technique1Time)ms ('while' loop)</div>

//technique 2
var Technique2Stopwatch = Stopwatch.StartNew();
for (var i = 0; i < Technique2List.Count; i++)
{
    if (Technique2List[i] == 3)
    {
        Technique2List.RemoveAt(i);
        i--;
    }
}
var Technique2Time = Technique2Stopwatch.Elapsed.TotalMilliseconds;
<div style="background-color:#ffffff;color:#000000;">Technique 2: @(Technique2Time)ms ('for' loop)</div>

//technique 3
var Technique3Stopwatch = Stopwatch.StartNew();
var RemovedCount = Technique3List.RemoveAll(x => x == 3);
var Technique3Time = Technique3Stopwatch.Elapsed.TotalMilliseconds;
<div style="background-color:#ffffff;color:#000000;">Technique 3: @(Technique3Time)ms ('RemoveAll' predicate)</div>