Disable backspace to delete e-mails in Mail.app
Actions performed by keys like delete (⌫; backspace on Windows) or return don't often have menu bar items. One reason might be that they are just so common and would clutter up the menu bar. The keys also have different functions in different contexts. If a menu item was assigned to delete, it would normally have precedence over the function delete has in text views.

You could use KeyRemap4MacBook to disable delete in Mail, but it would also disable it in text views.