Hi,
There's no option for that.
You might be able to cook up something with a mass action with a every hour trigger, filters on the order_status and on the order_modified, and an action delete the elements.
However, I would recommend against it for 2 reasons:
- usually it's good practice to keep the orders in the system for accounting, especially if you get a control on your system so that you can prove you didn't game the system by deleting paid orders in order to not pay the taxes on them.
- if you make a mistake when setting this up, or if there is some kind of bug down the line, you might be deleting orders you didn't want to delete.