I've wintersowed them. They didn't do well- knocked down by storms.
It's not too late to wintersow. In fact, WSing season starts on winter solstice, which was just about a week ago. I use the method all year long. If I know something is supposed to require cold strat, I do it in winter. But if I have very fresh seed, like just harvested from my own yard, I sometimes sow them whenever I get them. If seed is that fresh, it's pretty easy to germinate. Generally, if cold strat is recommended, it is because that cold is needed to overcome dormancy. If seed is REALLY FRESH, it often doesn't have time to build up that resistence to sprout and no cold strat is needed. But I wouldn't recommend that unless you have just harvested seed.
This is what Clothier says about delphs
Delphinium belladonna, cardinale, cashmirianum, chinense, elatum, glareosum, glaucum, grandiflorum, nudicaule, patens, requinni, and tatsienense , Sow at 22-24ºC (71-75ºF), germination in less than 2 weeks
Delphinium exaltatum, and zalil , Sow at Max. 5ºC (41ºF), germination irregular, often several months
Karen