The 20-year-old certainly cannot be accused of getting carried away with his move to Villa and carefully analyses all his performances.
He was chosen as man of the match by Villa fans after the 3-2 win over Brighton in the fourth round but claimed his performance was "sloppy."
And Delph revealed even the occasional error during the 1-1 draw with the Red Devils is hard to get out of his system.
He said: "I think I was tidier on the ball against United than against Brighton and I think that was down to having a bit more space.
"But I played a couple of diagonal passes that went out of play and that will be playing on my mind for a few days. I will work on that and get it right in training.
"I think I am my own worst critic but I have good people around me who also want the best for me, as I do myself.
"I used to watch DVDs of the games I played at Leeds. I would often do that with the management there. They would sit me down and go through things.
"I've not done that this season because I've not played a lot of games but, if I asked the management here to do it, they'd be more than happy to do so."
Delph is hoping for the same outcome against Palace as in the early part of his Leeds career as Villa look to book their place in the quarter-finals.
He said: "I played them when I was at Leeds in the Carling Cup and we spanked them 4-0. I think it was only my third start for Leeds.
"Of course, I would like a repeat but Palace are fighting hard. They are a good team. I used to play with their skipper Shaun Derry. He was at Leeds when I was there.
"I was a young lad and he used to talk to me and he's a really good guy. It will be nice to play against him if chosen.
"Having played against United, two games in a row would benefit me but, if I don't get selected, I will still be working hard and still pushing."
Villa skipper Stiliyan Petrov and 12-goal leading scorer Gabriel Agbonlahor are major fitness worries for the Palace tie.
Petrov and Agbonlahor suffered ankle and leg injuries respectively against Sir Alex Ferguson's side and are regarded as "doubtful" by Villa boss Martin O'Neill.
Crystal Palace v Aston Villa 1st Goalscorer: Delph, F. 16/1