Caustics are curves with the property that a billiard trajectory, once tangent to it, stays tangent after every reflection at the boundary of the billiard table. When the billiard table is an ellipse, any nonsingular billiard trajectory has a caustic, which can be either a confocal ellipse or a confocal hyperbola. Resonant caustics -the ones whose tangent trajectories are closed polygons- are destroyed under generic perturbations of the billiard table. We prove that none of the resonant elliptical caustics persists under a large class of explicit perturbations of the original ellipse. This result follows from a standard Melnikov argument and the analysis of the complex singularities of certain elliptic functions.