EGit: Pruning Remote Tracking Branches that have been Deleted on the Remote Repo

Update March 2014: As mentioned by cheshire's answer, EGit 3.3 added that prune feature.

You can see said feature introduced in this Gerrit code review in JGit (and tested here)

The entry fetch.prune mentioned in git config can be added to your Egit configuration:

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Original answer (March 2013)

EGit perform this pruning when remote tracking branches change (after I fetch).

Not that I know of.

More generally, perform any action after each fetch on the client side is not possible with hooks.
It has been requested, and was at one point implemented on the server side only: hook post-upload (run after a fetch), but removed, for security reason in a multi-user environment.

The recent EGit 3.3 release introduced prune support.

You can add a fetch.prune or a remote.<yourremotename>.prune key to the gitconfig and set it to true. When you fetch with EGit, this will automatically prune branches that are deleted on the central repository.