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 ;)