1/ Navigate to the folder, BUT DO NOT OPEN IT.
2/ Press OPT+ on the remote. This will reveal a pop-up menu with ‘Delete’ highighted.
3/ Press OK.
There is also a variation of this for deleting multiple folders and recordings that reside at the same level. Instead of 1/ select all the folders (or recordings) that you want to delete by using the navigation buttons and the red button to mark as selected. Then action 2/ and 3/.
Be careful that you don’t select too much!