I dont know if anybody is watching this thread but apparently this is somewhat of a hot topic on the xfce forum and mailing list. Until the developers include the ability to delete files in thunar here is a workaround.
This is a sendto link that will appear in the thunar sendto menu. Place a file with this content
[Desktop Entry]
Type=Application
Version=1.0
Name=Oblivion
Name[en_GB]=Oblivion
Icon=internet-mail
Exec=rm -rf %F
In your /usr/share/Thunar/sendto dir and save it as thunar-oblivion.desktop. I have tested it a couple of times and it works. But be careful, i assume no responsibility for either use or misuse of this info. Anything you delete with this script will be GONE FOREVER. Adjust icon setting to your liking.
I wish traffic on this board would pick up a bit. Im getting tired of solving my own problems.