Is there some way, either with an interface setting I can't find or
with VBA code, to make Outlook prompt me for confirmation before
deleting a task?

Here's what happens to me painfully often: I get an e-mail containing
something I need to add to an existing task. I double-click the task
in the To-Do bar and add a bullet point, then save and close the task
(returning me to the Inbox view). Then I press Delete on the keyboard,
intending to delete the incoming e-mail -- but the focus is still on
the task I double-clicked, and it just goes away. Undo does not get it
back. I can get it back from Deleted Items, but first I have to notice
that it's gone.

I want Outlook to say, "Are you sure you want to delete this task? Yes/
No"