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@Wim > Sorry, unfortunately this isn't possible in rekordbox, but it has been requested. Hopefully a future update of rekordbox will support it.
For the time being, my work-around is to add the songs I want to delete into a playlist and create a MyTag called "Delete" and tag those tracks. I then export the playlist to an M3U8 and import it to Serato DJ where I PHYSICALLY delete them (with SHIFT+DEL) and then back in rekordbox I delete the songs which had the Delete tag, and are now missing because their files are deleted.