A warning before certain data-loss causing clicks?

[Tralala]

A user complained that they accidentally clicked "Mark Forums Read" and they lost all of their unread markers, without any warning.

Another time I accidentally clicked the link in subscription email that unsubscribed me from all threads.

For links like this, is there a way to introduce an interstitial warning dialogue page?

(ie: "This will MARK ALL FORUMS READ, are you sure you want to proceed?"
or
"This will REMOVE ALL OF YOUR SUBSCRIPTIONS, are you sure you want to proceed?")

An errant click should never lead to such easy data loss like that.

An intermediary page asking for confirmation is much more polite UI.