In the Media list if you press Opt+ and select File Manager, you can then select Edit Mode (yellow button) and multi-select various recordings (including folders) to delete at once. They'll still take a while, but you don't have to wait for one to complete before deleting another one. (Note you have to drop back out of edit mode before you can go into a sub-folder.)
But in the main interface, quite why Humax don't allow multiple delete operations simply to be queued if you select another file to be deleted whilst one is in progress I'll never know...