So there is no clean way that I have found to do this, so I wrote something that works... USE AT YOUR OWN RISK!!!

I needed to mass delete old messages and this does the trick.

Go to messenger.com and login.

hit f12 to open dev tools.

Paste the following in your browser:

function getElementsByText(str, tag = 'a') {
  return Array.prototype.slice.call(document.getElementsByTagName(tag)).filter(el => el.textContent.trim() === str.trim());
}

function doIt(){

    getElementsByText = function getElementsByText(str, tag = 'a') {
      return Array.prototype.slice.call(document.getElementsByTagName(tag)).filter(el => el.textContent.trim() === str.trim());
    }

    document.querySelectorAll('[aria-label="Menu"]')[0].click();

    setTimeout(function(){
      getElementsByText('Delete chat', 'div')[0].click();
    },500);

    setTimeout(function(){
      this.getElementsByText('Delete chat', 'span')[2].click();
    },1000);

}

Then paste this...

var myInt = setInterval(function(){ doIt() }, 500));

This will start running an interval and deleting messages, you can watch it in action!

If you want to stop, refresh the page or

clearInterval(doIt);