Hello,
If you want to give extra attention for some specific delete actions and you don't want to override whole yii.confirm JS method here is what you can do:
(I've only put the ActionColumn part of the GridView here to just give you the idea)
[ 'class' => 'yii\grid\ActionColumn', 'template' => '{update} {delete}', 'buttons' => [ 'delete' => function($url, $model){ return Html::a('<span class="glyphicon glyphicon-trash"></span>', ['delete', 'id' => $model->id], [ 'class' => '', 'data' => [ 'confirm' => 'Are you absolutely sure ? You will lose all the information about this user with this action.', 'method' => 'post', ], ]); } ] ],
Hope this will help you on your next project ;)