So, I'm wondering if it's possible to tell Dovecot to actually delete the message when receiving a DELE command instead of marking it for deletion after the QUIT.
Nope. RFC1939 specifically states that the DELE command only *marks* the email for deletion. Once the server enters the 'update' state it will perform the deletion. The only command that can enter that state is the QUIT command.
http://www.ietf.org/rfc/rfc1939.txt