You can make use of a macro such as the following:
Code:
Sub DeleteCurrentBulletItem()
On Error GoTo errhandler
If Selection.Paragraphs(1).Range.ListFormat.ListTemplate Is Nothing Then
Exit Sub
End If
Selection.Paragraphs(1).Range.Delete
errhandler:
Exit Sub
End Sub
You can attach the macro to a button on the Quick Access Toolbar and/or to a keyboard shortcut.