How do I delete a single file from the Trash?

This seems to work on El Capitan. Control-select the file, then Delete Immediately from pop-up menu and confirm.

The Trash isn't intended for files you may want to delete later but rather as a safety net if you delete the wrong files. If you want to mark files for later deletion, either use a dedicated folder (as already mentioned in another comment) or mark them with a specific label/color.

To delete individual files from the Trash

1. Open the trash in the Finder
2. Open Terminal.app
3. Type rm -rf and then one space character at the end
4. Drag one or more files to be deleted into the Terminal window ('til you see the green + sign)
5. Press Enter in Terminal.app
6. Puff, files are gone!

If you need this very often, I would recommend writing a service using Automator or getting more familiar with Terminal.app/bash.

You could create an Automator service like this one

for f in "$@" 
do
    rm -rf "$f"
done

to then be able to delete individual selected files with a command from the services menu.

The keyboard shortcut ⌘ command + ⌥ option + delete removes the file permanently. This works from anywhere in Finder (including the Trash) on El Capitan and higher, but not on previous versions of OS X.