This is a tip that doesn’t just apply to layer masks, but to anything that gives you a confirmation prompt. Whenever you try to do something in Photoshop (let’s say delete a layer mask, for now) it will prompt you with a warning dialog asking if you’re sure this is something that you want to do. Most of the time, it is a good idea to have this on, but if you want to bypass this dialog, press-and-hold the Option (PC: Alt) key as you drag the layer mask into the trash. The dialog doesn’t even appear.