A delivery van might do 200+ deliveries in one trip. Compared to a single delivery in your personal car. That a huge number of people to split the carbon cost between.

You might argue that delivery can travel further, but that would just be ignoring the carbon cost of have goods delivered and stored in a grocery store.

I think almost certainly deliveries are more carbon friendly, after all the goods are coming from the same source, but with delivery every step the carbon footprint is shared with 10s to hundreds of other people. The only exception to this is probably takeaway food, in which case I recommend that you cycle to restaurant and eat there.