Update from previous post…
Instead of connecting to the NAS through the Shared server list in the Finder sidebar, I connected using the “Go → Connect to Server” menu in the Finder instead, but this time accessing the share through SMB instead of AFP.
After I connected (either as Guest or Admin) using SMB I was able to now delete files. So to me, it looks like there is a bug with the AFP connection to this device that limits the permissions on the files or something else wonky.
FYI, I’m using firmware 01.01.16.
-Aaron