Shift-delete removes the recycle bin portion. If you access the recycle bin as infrequently as most people (read: only when the drive complains about space), you won't really be concerned about an extra confirmation.
Smart locations are pretty frustrating but I don't remember the last time they weren't just folders under the user directory, similar to MacOS and Linux. My Documents is a legacy shim, Simba. You must never go there.
I think the UI conventions thing is a matter of personal preference. I really like applications that use a UI convention that suits the application. PowerPoint and Google Chrome are different apps for different purposes, so they should have different UIs.
The Settings app/Control Panel is unforgivably broken. That said, if you search for what you want in the start menu, it's usually pretty good at finding it. But yeah, the ODBC driver connection dialog from 3.1 is still in there somewhere.
These are the small quality-of-life tricks that I use daily. I am not going to claim it makes it enjoyable, though.
Don't use classic start either. Just remove the pinned stuff from the start menu and it's like your using Windows 2000 again.
Some of these are little stuff but, off the top of my head: I can't understand the different between these smart "locations" and folders in explorer (documents vs my documents, why everything is under desktop in some file pickers, why C:\ is so hard to get to these days) even after using windows for going on two decades, the system makes me confirm I want to delete something twice (first it asks me if I want to move something to the recycle bin, then it asks me if I want to empty the recycle bin. you only need one! the whole point of having the recycle bin is so that deleting isn't dangerous), the win10 start menu is cluttered and has ads in it and I don't want to spend so much time mucking with tiles, usage of menu bars is utterly inconsistent, and there are seemingly no strong UI conventions for third-party apps. There are at least three and probably four layers of control panel these days, and the newest one almost never has the feature I'm looking for. Search is still bad, and finds what I don't want far more often than what I do.
That being said it has yet to BSOD on me after a couple years of use and that's more I can say about any other version of windows