I just figured it out:

bat rmdir \"target/generated-sources/something\" /S /Q

There was an additional catch, the bat or cmd or whatever exe is executing the delete operation is refusing to delete the folder if it is not empty. Some MSDN site said you can use /S to delete the entire tree directory tree including the stated folder and the /Q turns it quiet i.e. forces the operation (like -f in PowerShell)

You can delete the whole folder using this syntax to delete a folder called bin:

stage('Setup') {
    steps {
        dir ('bin') {
            deleteDir()
        }
    }
}

The solution has been to add a try/catch/finally in the stage("$job_name - Build") step, something like

gitlabCommitStatus('build') {
    stage("$job_name - Build") {
        try {
            sh "./bin/build.sh ${job_name}"
         } catch (Exception e) {
            raise e
         } finally {
            deleteDir()
         }
    }
}

This doesn't delete all directories involved (because of this Jenkins issue https://issues.jenkins-ci.org/browse/JENKINS-41805) but it remove all the voluminous directories (containing code/build/artifacts...).

You needs to add "raise e" or build will always return Success, even if one of them fails.

Like @gotgenes pointed out with Jenkins Version. 2.74, the below works, not sure since when, maybe if some one can edit and add the version above

cleanWs()

With, Jenkins Version 2.16 and the Workspace Cleanup Plugin, that I have, I use

step([$class: 'WsCleanup'])

to delete the workspace.

You can view it by going to

JENKINS_URL/job/<any Pipeline project>/pipeline-syntax

Then selecting "step: General Build Step" from Sample step and then selecting "Delete workspace when build is done" from Build step

I used customWorkspace in Jenkins then deleteDir(), but it doesn't delete the @tmp folder.

So to delete @tmp along with the workspace, use the following:

pipeline {
    agent {
        node {
            customWorkspace "/home/jenkins/jenkins_workspace/${JOB_NAME}_${BUILD_NUMBER}"
        }
    }
    post {
        cleanup {
            /* clean up our workspace */
            deleteDir()
            /* clean up tmp directory */
            dir("${workspace}@tmp") {
                deleteDir()
            }
            /* clean up script directory */
            dir("${workspace}@script") {
                deleteDir()
            }
        }
    }
}

This snippet will work for default workspace also.

From the official documentation:

deleteDir: Recursively delete the current directory from the workspace. Recursively deletes the current directory and its contents. Symbolic links and junctions will not be followed but will be removed. To delete a specific directory of a workspace wrap the deleteDir step in a dir step.

So, deleteDir is a method of Workflow Basic Steps plugin (which is a component of Pipeline Plugin).

cleanWs: Delete workspace when build is done.

Seems to be that cleanWs() is just a new version of step([$class: 'WsCleanup']) from Workspace Cleanup Plugin.

As I understand, between deleteDir and cleanWs is a slightly difference: cleanWs has more options (like cleanWhenAborted, cleanWhenFailure, etc.) and it's more flexible to use, but it's recommended to use only when build is done (not sure if we can use it at the beginning of build execution). On the other side, we can use deleteDir step to wipe the workspace before build execution.

UPDATE 1:
The post build cleanWs step can also take into account the build status, that's why it should be used only after the build execution.
However, under ws-cleanup plugin there is preBuildCleanup step as well. You can check an example (DSL) with both preBuildCleanup and cleanWs on the plugin page.

UPDATE 2:
@aaron-d-marasco pointed out that it's better not to use deleteDir in a docker image. You can check the details in this open bug.