add_filter('woocommerce_shipping_package_name', 'change_shipping_text_to_delivery', 20, 3 );
function change_shipping_text_to_delivery( $sprintf, $i, $package ) {
    $sprintf = sprintf( _nx( 'Delivery', 'Delivery %d', ( $i + 1 ), 'delivery packages', 'woocommerce' ), ( $i + 1 ) );
    return $sprintf;
}