The new filters stuff just doesn’t seem to work. If I just select rejected images, then delete all, everything goes into the wastebasket - not just the rejected ones.
Hm. It worked when I tried a second time (having restored all files from the wastebasket).
You also have a remove button on selected images module on right panel in lighttable. You could also assign to him a shortcut.
A good way is to display only rejected image with stars filter to quickly select rejected images then select it and remove them with related button (or shortcut set).
I agree with the method that Nilvus recommends as it is a very safe way to ensure what you are deleting. I am using this method myself with great success.