Improve UX for deleting annotations/external entities

Made a issue fork and pushed the patch with @WimLeers issues applied, except for the logic of getCancelUrl(). Didn't had time to test that, and why we need an override in the first place.

This could use some tests though..

1) Was already solved in v3 at the very beginning.
2) Should be solved by commit # 8df83e41.

Feel free to reopen the issue if not satisfied. :-p