Hi @Domagoj Novak
If you just want to delete a OneDrive site, you could use Remove-SPOSite.
As to Request-SPOPersonalSite, the Request-SPOPersonalSite cmdlet requests that the users specified be enqueued so that a Personal Site be created for each. The actual Personal site is created by a Timer Job later. If the user already has a Personal Site created, the request for creation for the user will be silently ignored, in this case you may try New-SPOSite.
Finally, PnP powershell module is approved by Microsoft.
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