As a moderator, I can delete any comment by clicking on the little cross that appears when hovering on the comment. There is no confirmation, but an undelete button appears, which is a nice user interface.
However, this only works from the normal question view, but not from the question dashboard. On the moderator dashboard (in the expanded post view), clicking on the cross brings up a confirmation dialog. This makes comment cleanup harder from the moderator dashboard, which somewhat defeats the purpose.
I suspect that the moderator dashboard wasn't updated when the undelete functionality was added, making confirmation obsolete. Please remove comment deletion confirmation in the moderator dashboard.