Yeah, I think we were confused as to whether you were using Gmail under your BIS set up or the Gmail app. There is not a delete prior option in the Gmail app. The quickest way to delete a message is to press the letter d. This saves you from having to press menu and choosing delete.
On a side note, there are many more keyboard shortcuts you can use and settings. If you press menu and select more, you will get a second menu. Settings is self explanatory, and under help it will list about a dozen more shortcuts you can use.
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