Yes, this can be done but it's kind of counter-intuitive. It's done using a deduplication rule. Dedup rule handler sets have the option to delete contacts. I think the usual way to do it is to add them to a shared list, then use a dedup rule to dedup the shared list against itself (that will trigger a match on each record) and then in the handler set for the dedup rule, tell it to delete the contacts. That should automatically delete the entire list.
Make sure you test carefully first before running real contacts through though.
Here are a couple of articles on dedup rules: Deduplication RulesOverview of Deduplication Rules
