Hi Vichitra,
If you use the standard ‘Delete’ button in a datagrid, this menu and the system text are by default.
If you only want to customize the text then you could change the system text of your app (will be changed for all the standard Delete buttons then).
If you do not like this behavior and/or would also like to customize the styling of the pop-up then it might be a good option for you to create a custom ‘Delete’ button with your own logic behind it in a microflow that show a page of your preference.
Hope this helps!
Cheers,
Mark