I would think hard about whether you want this container to be responsible for deleting the objects; it would be simpler to store them elsewhere, and just use this container to refer to them, not to manage their lifetimes.
Alternatively, you could use std::shared_ptr to manage the objects; then they will be deleted automatically when you've discarded all of them.
If you really want to do it this way, you'll need to remove the duplicates after deleting each one; something like
for (size_t i = 0; i < indexSize; ++i) {
Bucket<E> * victim = index[i];
indexSize = std::remove(index+i+1, index+indexSize, victim) - index;
delete victim;
}
[NOTE: this code may well be wrong; I certainly made a couple of mistakes writing it. If you really want to manage dynamic objects the hard way, then you'll need to test it thoroughly]