There doesn't seem to be any option to delete a file. All I can find is Move to Trash. For large files that takes a very long time. And even then I have to empty the trash to finally get rid of them, and that takes just as long.
(Gnome) System > Preferences > Personal > File Management > Behavior > Trash Checking the option "include a delete command that bypasses trash" will give you what you want.
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