theming privatemsg_pm_controls

Hello,
what I'm trying to do is to theme the output of

function privatemsg_privatemsg_pm_controls($pmid) {
  return l(t('Delete message'), 'messages/delete/'. $pmid);
}

into something like this:

function phptemplate_privatemsg_privatemsg_pm_controls($pmid) {
  $pmsg_link['html'] = true;
  return l('<span><span>'.t('Delete message').'</span></span>', 'messages/delete/'. $pmid, $pmsg_link);
}

in template.php, but it does not work.
How can I do it without overwriting the privatemsg.module?
The same question applies to the "pm_block_user_privatemsg_pm_controls" in pm_block_user.module.
Wouldn't it be better if both functions use theme_links for their output?