SolSea now has an integrated feature for burning NFTs.
If you have marked your account as a public Creator account, you can navigate to the left sidebar menu and find "My NFTs" under the "Create" panel. Click through to the Manage my NFTs page and find the NFT you wish to burn. In the three dots menu at the bottom right corner of the NFT card, you will find the option "Burn".
Click on "Burn", confirm that you wish to burn the NFT, and approve the transaction when it appears. Once the transaction is successfully executed, reload your wallet (by clicking the ⟳ Reload button in your slide-in wallet) and refresh the Manage my NFTs page to sync all the data and confirm that the NFT has been burned
Note: if you have not marked your account as a public Creator account, you will not have access to the "Create" panel in the left sidebar menu. Follow the instructions detailed here to learn how to do it.