Multiple layers can be removed using [Shift]-Select (left mouse button) or [Ctrl]-Select: 
[Shift]-Select for a contiguous group of layer:                               Or [Ctrl]-Select to a non-contiguous group:
 
                         
A dialog will be shown to confirn the deletion of multiple layers:

You can also 
filter  to list a group of layers:
 
          
... and then select multiple layers as above.