Recently I was working on a custom page in a Dynamic Data project and the "Delete" link was not working on a GridView that had a LinqDataSource as its data source.  Below are the steps I followed to resolve:

First, I was getting an error when clicking delete for a record in the GridView

LinqDataSource 'GridDataSource' does not support the Delete operation unless EnableDelete is true.' when calling method

This was fixed easily by setting EnableDelete="true" on the LinqDataSource.

Next up, I needed to set the DataKeyNames on the GridView.  This basically indicates what the where condition will be for the delete operation.  I set the GridView DataKeyNames equal to the name of the primary key column in my table.

That will probabaly resolve for most people, but for me, it did not.  I had also set the Select property on the LinqDataSource and this was preventing the delete from occuring.  Once I REMOVED the value for this propery, all worked.

The below article was helpful in diagnosing:

http://msdn.microsoft.com/en-us/library/bb514963.aspx