Delete local music after uploading to iCloud

Hi guys,

I have a question.
I recently synced my whole library with iCloud Music Library. All my songs are matched or uploaded.
I'm doing this so that I can free up the 100+ GB of space it's currently consuming.

But if I just delete the Music folder in the iTunes Media folder, every time I want to play an uploaded song, I get a error dialog box telling me the file cant be found (see below).

When I click cancel it just starts playing like normal from iCloud.
And the thing is, if I put my whole library on shuffle, it skips these files.

Is there an easier way to delete (I have all the music still in a backup) or an easier way to get around these dialog boxes all at once?

Thanks in advance!

Jannes