WIP: API return 204 on delete

What does this MR do?

Let delete endpoints return 204 with no content.

• Changelog entry added
• Documentation created/updated
• API support added
• Tests
  • All builds are passing
• Conform by the merge request performance guides
• Conform by the style guides

What are the relevant issue numbers?

Closes https://gitlab.com/gitlab-org/gitlab-ce/issues/20429. Related to https://gitlab.com/gitlab-org/gitlab-ce/issues/20070