Delusions aren't much of thing with sociopathy/psychopathy. Old french description "manie sans delire", manic without delusions still kinda holds true. General population needs their share of feel good delusions to function. That's not really something sociopaths care about.

You can make a case for delusions of grandeur, but that's about it. It might have more to do with narcissists mistaken for sociopaths, but i wouldn't go out of my way saying it's not a thing.