When there are so many items in menu and we want to delete so many than its panic to open all one by one and click on remove link. Also if during click to open menu item mistakenly if we drag than sometimes menu items are swapped.
So i think its good to delete menu options something like touch devices.
Like in android if you want to delete any folder than pick folder and drag in specific drop zone and done.
So we have already drag functionality what we have to do is define drop zone some where in screen and to delete menu item drag it and drop into delete zone...