Confirm the Deposit records are in the correct status:

1. In Accounts Receivable > Records > Open the Deposit (or one of the deposits to start with) getting the error
2. On the Deposit tab in the middle, unmark the "EFT file created" check box (assuming it has not, in fact, been created)
3. If the status is closed, change it to open
4. Save and close the record
5. Repeat for any others
6. Attempt to recreate the EFT

If all else fails, if not yet reconciled, it's possible to delete and recreate the deposit causing the error.