I don't have a lot of information on Henry or Della (Anna Delona was her real name). What I do have can be found on my tree, which is set to public viewing. If you cannot see it, please let me know.
http://trees.ancestry.com/pt/pedigree.aspx?tid=1020079Henry & Della were my great great grandparents. My great grandmother was Hilda - she would've been Earl's (your grandfather's) sister. There were 11 children all together. Haven't been able to find out much about Henry & Della. My mother was practically raised by Hilda, and heard her refer to Della occasionally, but doesn't remember much of where she was from, etc.
If you find anything please let me know! I'd love to know as well. You're welcome to anything info that I have.