Delete all files from an Artist/Album with VLC VLC has the ability both to remove items from a playlist, but also to delete the filesystem data for a particular item or selection of items. To delete in VLC 3.0.1, open list of items, (e.g. by Artist, then Album) and then long press to select items. After selection, long press again to interact with a context menu which includes the Delete option.

However, I can't seem to find an option to delete all items in a particular set (e.g. Artist, Album) in one swoop. Do I have a way to delete these items other than by selecting them individually?
No, VLC does not offer the ability to delete an album or an artist in one swoop. 
The issue was discussed in this thread Ability to delete an album/artists etc... 

As stated in the thread:


  That's because we don't support deletion on ext storage.
  This option would appear only for some album/artists with no clue for the user why.
  
  That would be an inconsistent behaviour.