threaded view is nice. will have to look into procmail and sieve.. but for now i think threaded view is gonna work fine.use a threaded view in Thunderbird, collapse the thread, delete the one remaining 'top' and they all delete with it at the same time...best you can do with filters.
Now, with procmail or sieve, you can send it to bit bucket before it ever gets to Thunderbird but I don't generally create rules for 'threads' only obnoxious people ;-)
mike h