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)
Clearing CGridView filters and sort orders from the web pages, is usefull for the end user. Yii does not seem to propose a standard method. Furthermore, this is especially usefull when filters are "remembered" in the user's session.