I'm wondring if there are pre events in sonata Admins for example: PreBatchDeleteAction() methods
Yes, you can use for the batchDeleteAction this method:
public function batchActionDeleteIsRelevant(array $selectedIds, $allEntitiesSelected, Request $request = null)
{
}
And the generale rule witch work with any batch action is:
batchAction<MyAction>IsRelevant(array $selectedIds, $allEntitiesSelected, Request $request = null)
{
}