Gmail – Shortcut key to delete single mail in a conversation in Gmail

When I send mail to all contacts in my list (that's a huge number), I get a lot of failure notices that fills my thread. But I don't want to delete my actual sent email and the one I forwarded which is in same thread.

So currently what I have to do is, for all the number of failures, Expand All > Options > Delete this message. This is very tedious.

Not answers for me:

• I know I can filter them, but then many other times I need to see that my email is properly delivered.
• Don't want to create filter using subject of the email every time I send email to all all my contacts.
• Also I know that if nothing works, I will have to remove the contacts from my contact list to which sending email fails more often.

(# key can be used as a shortcut key to delete whole conversation)