I have something like a Customer object with up to 50000 order in an ICollection
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Assume the Custome being in the local cache, the orders not. How
Simplest approach that I can come up with is to create a cascade delete constraint on the database so that when a customer is deleted all of its orders get deleted as well. Then simply delete the customer on the client and call 'SaveChanges'. In addition, since Breeze does not yet support client side 'cascaded' deletes ( we are considering this one), you will need to iterate over any client side orders that are already loaded and 'detach' them.
I must suppose that you do not have and do not want cascade delete on your database. Personally, I'm "terrified" of deletes in general and try to avoid them. I prefer a soft delete (marking a record as inactive). But not everyone agrees or can follow suit
I would consider adding a Web API method (say "DeleteCustomerAndOrders") to your controller to do it. You can call any API method from your client, not just a Breeze method.
In recommending this, I'm assuming that this kind of thing is a relative rarity in your app. You don't need a general purpose deleter, a deleter that takes an array of parent object IDs, a deleter that will delete some child objects and not others, ... etc., etc.
Follow this path and you will have moved the problem from the client to the server. That's good: you didn't have to load the orders on the client. Now you have to get rid of them on the server. If you're using Entity Framework, you face the same challenge of deleting the orders without loading them. Check out Alex James' solution: Bulk-deleting in LINQ to Entities.