Can you delete Windows Update Cleanup?

It is safe to delete those filed with cleanup, however you may not be able to reverse any Windows updates if desired after you use Windows Update Cleanup.

If your system is functioning properly and has been for a time, then I see no reason not to clean them up.

Should I use Windows Update Cleanup?

After you install this update, you can use the Windows Update Cleanup option to delete Windows updates that you no longer need. The Windows Update Cleanup option is available only when the Disk Cleanup wizard detects Windows updates that you do not need on the computer.