Hi Stefan,
My apologies for the delay in this update. There isn't any auto delete original file option for the Convert RAW to DNG utility. There is a nice keyboard shortcut that will delete the selected group without any confirmation dialog. Your original files should still be selected on the contact sheet after the Convert process is done. Just use the Command-Option-Delete Mac shortcut and the selected files will be moved to the Trash, if they are on a local drive. If the original files are on a networked volume, then they will be deleted without being moved to the Trash. If you have a Windows machine, then use the Control-Shift-Delete shortcut.
Best regards,
--Bob