Right now there is no way to delete mass products from Ali Orders dashboard. You have to delete one by one product. 

I'm sorry for this inconvenience. I passed this over to our product team as a feature request. We might bring it in the next version.

However, you can bulk delete products from Shopify dashboard. Just simply go to Shopidy admin > Go to the Product page > Select products you want to delete > Choose “Bulk Actions” and then “Delete selected products”.

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