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You can write a script using the API to delete your comments.
If your a instance admin you can nuke a user and all their content in a few clicks
If the information is very sensitive then you need to do more then mark messages as deleted, federation means copies are everywhere. The best you can hope for is update the message to something else, wait a few days for it to federate, then delete it, wait a few days for that to federate, then nuke it
Your own? Probably, but given the nature of the platform, be aware of the futility.
During account deletion you can check the content removal box which will nuke everything in your account, there is no undo.