I just fished Delmo for the first time ever last weekend and did great for cutthroat up to 16 inches. I hear reports of much bigger cuts in the lake. You will probably have to drive in from the Pipestone side. You will probably also want a four drive wheel vehicle as the road is hard snow packed and pretty slick, especially with these warmer temps. Fish the rocks at the parking lot, or head across the lake towards the dam and fish in any water between 6 and 20 foot deep. I tip all my jigs with maggots, but my friend also uses worms, and both seemed to work, although most fish took the maggots. Even if you don't catch any fish, its a pretty place to take the kids for the day. If they get bored, they can always play around in the forest at the lakes edge.
Hope the kids have fun if you make it over there.