If you want to delete all your old Twitter DMs (which I think is a good idea even if Twitter might retain copies of them somewhere), and also your historical likes, RTs, and any tweets you don’t want to keep, I made a Twitter app for that.
It’s called Semiphemeral and it’s pretty easy to use. I posted instructions for how to do it https://twitter.com/semiphemeral/status/1591258781098594304?s=46&t=L4aWvmyNxEFRL6eULgeO-A
Semiphemeral on Twitter

“As you watch in horror/delight as Elon burns this site to the ground you might be pondering your privacy 🤔. Do you have YEARS of tweets, likes, and DMs? https://t.co/EF6AVCPm2O Gather 'round, friends, while I show you how to DELETE THEM ALL (or as much as Twitter's API allows)”

Twitter
@micahflee Micah, is there a way to delete DMs in more than 30-day chunks?
@noahshachtman @micahflee doesn’t this only delete one side of the convo? I think with DMs they still live in the other person’s inbox unless they delete them as well
@taylorlorenz @noahshachtman @micahflee Twitter itself probably retains copies as well, at least for a while, but who could actually access those? it's not like the company is owned by an obsessive, thin-skinned power user...
@taylorlorenz legal data rights can help with the other side — if there’s anyone left to comply with the law. https://someone.elses.computer/@mikarv/109326253999130984
Michael Veale (@[email protected])

Twitter is now an insecure platform, haemmorhaging security experts. It could haemmorhage your DMs, through leak or sale. It's no hard guarantee, but your best chance to delete them is with is with #GDPR rights. I've written a blog on how: https://michae.lv/deleting-dms-from-twitter/

Someone Else's Computer

@taylorlorenz @noahshachtman @micahflee Yep, that's correct. Definitely just one side.

It also doesn't "sever" the conversation, so even if you remove all the DM messages on your side and lock your DMs, they can still reinitiate a conversation.