How To Add Magento2 Dynamic Rows DeleteAction?

Your fieldset should look like this:

<fieldset name="fieldset_name_here">
    <argument name="data" xsi:type="array">
        <item name="config" xsi:type="array">
            <item name="label" xsi:type="string" translate="true">Fieldset label goes here</item>
            <item name="sortOrder" xsi:type="number">10</item>
        </item>
    </argument>
    <container name="give_it_a_unique_name">
        <argument name="data" xsi:type="array">
            <item name="config" xsi:type="array">
                <item name="component" xsi:type="string">Magento_Ui/js/dynamic-rows/dynamic-rows</item>
                <item name="template" xsi:type="string">Magento_Backend/dynamic-rows/grid</item>
                <item name="componentType" xsi:type="string">dynamicRows</item>
                <item name="recordTemplate" xsi:type="string">record</item>
                <item name="deleteButtonLabel" xsi:type="string">Remove</item>
                <item name="addButtonLabel" xsi:type="string">Add New </item>
                <item name="deleteProperty" xsi:type="boolean">false</item>
                <item name="dndConfig" xsi:type="array">
                    <item name="enabled" xsi:type="boolean">false</item>
                </item>
            </item>
        </argument>
        <container name="record">
            <argument name="data" xsi:type="array">
                <item name="config" xsi:type="array">
                    <item name="label" xsi:type="string" translate="true">Record label goes here</item>
                    <item name="component" xsi:type="string" translate="true">Magento_Ui/js/dynamic-rows/record</item>
                    <item name="isTemplate" xsi:type="boolean">true</item>
                    <item name="is_collection" xsi:type="boolean">true</item>
                    <item name="showFallbackReset" xsi:type="boolean">false</item>
                </item>
            </argument>
            <field name="first_field_here">
                <!-- add field configuration here-->
            </field>
            <!-- add as many fields as you need -->
            <actionDelete>
                <argument name="data" xsi:type="array">
                    <item name="config" xsi:type="array">
                        <item name="componentType" xsi:type="string">actionDelete</item>
                        <item name="dataType" xsi:type="string">text</item>
                        <item name="fit" xsi:type="boolean">false</item>
                        <item name="label" xsi:type="string">Actions</item>
                        <item name="sortOrder" xsi:type="string">100</item>
                        <item name="additionalClasses" xsi:type="string">data-grid-actions-cell</item>
                        <item name="template" xsi:type="string">Magento_Backend/dynamic-rows/cells/action-delete</item>
                    </item>
                </argument>
            </actionDelete>
        </container>
    </container>
</fieldset>

In Magento 2.2.8 and 2.3.1 latest version the dynamicRows delete button can also be added as the following.

<actionDelete template="Magento_Backend/dynamic-rows/cells/action-delete" sortOrder="100">
    <settings>
        <componentType>actionDelete</componentType>
        <dataType>text</dataType>
        <label>Actions</label>
        <additionalClasses>
            <class name="data-grid-actions-cell">true</class>
        </additionalClasses>
    </settings>
</actionDelete>

And the complete dynamicRows component can be added as follwing: (inside a form under any fieldset ):

<dynamicRows name="marketplace_store_mapping" sortOrder="1" component="Magento_Ui/js/dynamic-rows/dynamic-rows" template="ui/dynamic-rows/templates/default">
            <settings>
                <dndConfig>
                    <param name="enabled" xsi:type="boolean">false</param>
                </dndConfig>
                <deleteValue>true</deleteValue>
                <addButton>true</addButton>
                <addButtonLabel>Add Store</addButtonLabel>
                <scopeLabel>[GLOBAL]</scopeLabel>
                <label translate="true">Stores</label>
                <visible>true</visible>
                <componentType>dynamicRows</componentType>
            </settings>
            <container name="record" component="Magento_Ui/js/dynamic-rows/record">
                <argument name="data" xsi:type="array">
                    <item name="config" xsi:type="array">
                        <item name="isTemplate" xsi:type="boolean">true</item>
                        <item name="is_collection" xsi:type="boolean">true</item>
                        <item name="componentType" xsi:type="string">container</item>
                    </item>
                </argument>
                <field name="store_id" component="Magento_Ui/js/form/element/select" formElement="select">
                    <settings>
                        <dataType>text</dataType>
                        <label translate="true">Store</label>
                        <disabled>false</disabled>
                        <dataScope>store_id</dataScope>
                    </settings>
                    <formElements>
                        <select>
                            <settings>
                                <options class="Magento\Store\Ui\Component\Listing\Column\Store\Options"/>
                            </settings>
                        </select>
                    </formElements>
                </field>
                <field name="marketplace" component="Magento_Ui/js/form/element/select" formElement="select">
                    <settings>
                        <dataType>text</dataType>
                        <label translate="true">Marketplace</label>
                        <disabled>false</disabled>
                        <visible>true</visible>
                        <dataScope>min_sale_qty</dataScope>
                    </settings>
                    <formElements>
                        <select>
                            <settings>
                                <options class="MyVendor\MyModule\Model\Source\Marketplace"/>
                            </settings>
                        </select>
                    </formElements>
                </field>
                <actionDelete template="Magento_Backend/dynamic-rows/cells/action-delete" sortOrder="100">
                    <settings>
                        <componentType>actionDelete</componentType>
                        <dataType>text</dataType>
                        <label>Actions</label>
                        <additionalClasses>
                            <class name="data-grid-actions-cell">true</class>
                        </additionalClasses>
                    </settings>
                </actionDelete>
            </container>
        </dynamicRows>

Reference: https://devdocs.magento.com/guides/v2.3/ui_comp_guide/components/ui-dynamicrows.html