Define "delegates"? Do you mean people with Full mailbox permissions? Or folder-level?
Here's an easy to use cmdlet to cover any shared mailboxes without Full Access permissions:
Get-Mailbox -RecipientTypeDetails SharedMailbox -ResultSize Unlimited | ? { (Get-MailboxPermission $_.UserPrincipalName | ? {$_.User -ne "NT AUTHORITY\SELF"}).Count -eq 0 }
If you want to cover folder-level permissions as well, best use a proper full-blown script, here's a sample one: https://www.michev.info/Blog/Post/3519/office-365-permission-inventory-calendar-permissions