As far as I know, you can’t, it is a matter of taking care, though at least you always have (I believe) the protection of it being a two stage deletion process.
One danger is if you want to delete the oldest of a large number of recordings in a series and you fail to scroll right to the top of the left hand panel on the “Recordings” page for the series and delete a later one by mistake.
Actually, you can – but you’d have to put the PIN (default is 0000) in to play the recording as well.
From your remote try “Recordings”, navigate to the recording of interest, click “+” and scroll down to lock – being careful not to settle on delete – press OK. That stops an accidental delete of the file. Not sure if it works if you try to delete multiple files.