If you want to give extra attention for some specific delete actions and you don't want to override whole yii.confirm JS method here is what you can do:
(I've only put the ActionColumn part of the GridView here to just give you the idea)
This tutorial describes how to connect to a remote service via tunnel when only most basic software is available on the remote server. It is not directly related to Yii. It could be hovewer useful for web developers working with shared hosting sites with limited access.