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In the illustrated example, by selecting cell cells A9 and B8, one is able to perform the same removal action, as presented on the first graphic.
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Finally, to delete multiple selected issues issues using either first, or second method, please press "Delete Issues from Jira" button (1), confirm your action on a prompt (2) and wait for the sheet to refresh:
After doing so, issue will be deleted from Jira and from the sheet itself.