If you're really shell-paranoid, shell commands can be entered via cronjob in the panel. Something like:
/bin/rm -rf ~/domain.com/badfolder
And give it a custom setting to run every 10 minutes. And within 10 minutes, the folder can be gone and you can delete the cronjob.
And be very careful with rm -rf because it'll wipe out whatever you tell it to. Even if you tell it to wipe out the wrong folder. Or your entire domain.com folder if you so specify (accidentally).