I think to have the answer you must be using Gmail or familiar with it. It's not the same as the other email app's that I have have, which work with all your suggestions.
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.