If "Delivered" is shown, safe to immediately delete. If not shown and it is an iPhone recipient, maybe wait. If recipient is not an iPhone then it comes down to what the cellular provider does when the message cannot be delivered immediately, and I have no clue there. Couldn't hurt to wait to delete on your end.
I tend to delete certain sent messages immediately and have rarely heard from the recipient that they did not get it. But then maybe all those people never power their phones off.
