What I want to achieve is, when you press delete, the dialog has options like Recycle, Permanent and Secure and maybe a tick box for Force. So I can decide each time what to do.
Is this or something similar possible?
Yes, it would be possible to change the command into a script which opens a dialog with buttons for different delete methods.
But the default toolbar already has a way to choose from various options which may work better (and can be expanded), depending on how it is going to be used:
If the problem is that you're used to clicking the Delete button and want to force having to make a choice, you could replace the button with a normal menu, where clicking it opens the list of choices. That would be like a dialog, but easier to modify.
A dialog may still work better if you want to trigger the choices via hotkey. If you still want that and need help with the script, or if you want help setting up any of the above, let us know which method you want to set up and we can help from there.