you don't need to worry.just ask your parents to stay in the transit means say them not pass the delhi immigration just ask the airlines people that they are on the way to usa and the airlines people will take them to the transit point  they have to stay there till the flight time.

one more thing that the airline people will take the passport for the boarding pass later on they bring back we also have to give them address of place where we are going to.and we also need to identify for our baggage over there for new tag in delhi eventhough its through check to usa.and ask ur parents to have security label on all there hand carry in delhi airport.and you be ready to pick up ur parents at usa airport.