How do I create a custom bulk action?

You can create a class that extends \Aero\Admin\BulkActions\BulkActionJob and implement a handle method:

class DeleteProductsBulkAction extends \Aero\Admin\BulkActions\BulkActionJob
    implements \Illuminate\Contracts\Queue\ShouldQueue
{
    protected $list;

    public function __construct(\Aero\Admin\ResourceLists\ProductsResourceList $list)
    {
        $this->list = $list;
    }

    public function handle(): void
    {
        $this->list->items()->each(static function (\Aero\Catalog\Models\Product $product) {
            $product->delete();
            event(new \Aero\Catalog\Events\ProductDeleted($product));
        });
    }
}

You should implement \Illuminate\Contracts\Queue\ShouldQueue if you want the bulk action to be queued.