I have a request ( if it can be done) for the ability to delete multiple private messages at once with a selection box type of arrangement. Where more than one message in an inbox or in the sent box can be selected and then there is an action for "delete selected" after that.
For now, I tend to keep messages or do not delete individually as they arrive and the resulting accumulation can take some time to remove when there are numerous pages of messages to dump.
You could keep the "delete confirmation" as that is helpful.
Thanks
Whaler