Allow a message with more than one event to be destroyed.

Fixes #1569

@garethrees could you take a look, and do you want to add a fix for #1563 before we roll it out as a hotfix? 
Could we use the [`:dependent`](http://guides.rubyonrails.org/v3.2.17/association_basics.html#has_many-dependent) option on the associations, or do we only want to do a full destroy in some cases?