In FileMaker Advanced, you can install a custom menu that omits this menu option.
In regular FileMaker, closest to that you can get is to use settings in Manage | Security to prohibit deleting records. You can then add a button to your layout that is set to run with full access permissions that deletes the current record. That way your users can still delete individual records, but not all records.
You might also be able to set up a "lock expression" that only allows deleting the current record. This would require some careful scripting so that the current record is the only record "unlocked" for delete purposes.