Most the posts are already in the "private support" section, and need to be kept permanently as a record of events.
It seemed like the best system we had with vBulletin (and afaict, it seems like the best system we now have with xenforo too).
Basically,
Private Support : Case UserABC vs PlayerX:
UserABC : PlayerX is cheating and won't leave me alone
Mod1 : Thanks, we'll look in to it
Mod1 (unapproved post) : UserABC seems to be trolling PlayerX
ModBrogan (unapproved post) : True but PlayerX is also cheating, and is using a second account named PlayerY
Mod1 (unapproved post) : Should we ban them both?
ModBrogan (unapproved post) : Naw, just ban PlayerY, and give PlayerX and UserABC a warning, and now we have this thread as a reference.
Mod1 (unapproved post) : okay
Mod1 : We looked in to it and dealt with PlayerX. You will also get a warning for trolling, so don't do it again, we now have a permanent file on both of you.
So, as you can see, we can't delete the posts, and it just added 5 more notices to the Approval queue.
I'm open to a better solution though.....