Try the Confirm button!
The easiest way to do this is to build your own confirmation pop-up. Create a custom page with the pop-up layout, that contains exactly the message you want. Then either show this page through a show page button, or a new microflow. Then link the Proceed button on your custom page to your original deletion microflow.
You can also use this to further prevent admins from accidentally deleting very sensitive data by making them type in a certain text on your confirmation pop-up page (like “delete” or make them copy a randomly generated string). I use it in the follow way: