As others suggested, you can change your inbound ticket to include HA segment, but then consider leaving the return from HNL directly. It might even be cheaper than exiting at HNL for some originating airports.

Then you just buy a one-way Hawaiian flight to HNL.

Alternatively, you can buy a refundable HA round trip and change it to a later flight if your incoming DL plane is delayed.

If you have a free luggage on Delta due to status or AmEx card, here is a trick you can use for the return one-way on HA:
buy one first class ticket with luggage included, and 1 economy with no luggage.