Are there any ways to select multiple files on GitHub and delete them rather than going through each one and pressing delete file?
I do not know of a way to select multiple files for edit/delete through the Web interface CI. Alternatively, you can achieve that through effecting the changes in your locally cloned repository, commit the changes and then push that change to the remote repository on GitHub.
You can also remotely access and delete select bulk files from repositories through VScode by installing Remove Repository then sign-in to Github.