Mac Mail - delete warning?

I have recently switched to Apple Mail, and am liking it quite a bit. I am not sure how, but I have unfortunately discovered that I am occasionally apparently deleting mails I do not intend to. I have been looking into what I might be doing (I have programmed a few things in Better Touch Tool, etc.) but it's not super obvious to me.

What would fix this would be if Mac Mail had a warning dialogue before deleting -- alas, it does not exist. I didn't see a KM "trigger" for a message being deleted (nor, btw, did I see it in Mail's own rules).

Could such a macro be created, giving me a pop-warning that I just deleted an email?