We can delete an entire conversation or chat at once without having to select each message, whether it's SMS or MMS, individually.

After deleting a conversation in the Messages app on the OnePlus smartphone, the messages contained therein cannot be restored.

Android 10 | OxygenOS 10.0
Delete a conversation -  Open the  Messages app
Delete a conversation -  Tap and hold a  conversation
Delete a conversation -  Tap on  Delete
Delete a conversation -  Confirm with  Delete
  1. Open the Messages app
  2. Tap and hold a conversation
  3. Tap on Delete
  4. Confirm with Delete

OnePlus Instructions