This workaround works for me for deleting anything for reals from Unreal Engine.
- Right-click the parent folder of what you want to delete in the Content Browser and select Fix Up Redirectors in Folder
- Delete the folder (or other item you want to delete) in the Content Browser (repeat if necessary until it disappears from the Content Browser)
- Right-click the parent folder in the Content Browser and select Fix Up Redirectors in Folder (again)
- Quit Unreal Engine
- Actually delete the folder (or other item you want to delete) from the filesystem manually (It will be under YourProject > Contents > …)
- Start up Unreal Engine
Ta da! Completely intuitive. Only took me 14 months to nail down how to properly delete things and have them stay deleted.
Note that if you delete an entire tree structure there will often be .uasset files left behind. As long as you have done the “fixing up of redirectors” step, they will be safe to delete manually. If you don’t do that step, then all bets are off.