The delete button at the top of a datagrid is very simple:
This is pretty lame. It should be more specific and say “Are you sure you want to delete '<selected object's name>’ ?”
Or in case of a multi-select and more then one object has been selected for deletion: "Are you sure you want to delete these <nr of selected rows> objects?”
Currently, to change this yourself you need to replace the entire Delete-button, create a “are you sure page” and a handling microflow.
*Edit* This idea has been suggested before this one: https://forum.mendix.com/link/ideas/1231