PERF: Split blocks in blk.delete
- [x] closes #46267 (Replace xxxx with the GitHub issue number)
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

```
       before           after         ratio
     [a047fb6c]       [e8c3a52a]
-      1.16±0.01s         962±10μs     0.00  indexing.Setitem.time_setitem_list
-         382±7ms         302±10μs     0.00  indexing.Setitem.time_setitem
```
cc @jbrockmendel would you mind having a look here? will look over the weekend (applies to many many pings in my inbox) looks like some mypy complaints Thx, fixed mypy Thanks @phofl 