Hi there, @thethinklab.au… you need the Check password for the current user workflow action, so check that out. Oh, and interestingly enough, the manual literally uses deleting an account as the example for that action, so again, it should be exactly what you need.
Like it says at the link, when the password is incorrect, the workflow stops and a message is displayed to the user. If you want to see the message, give it a quick test.
Note that you can change the message on the Settings >> Languages tab.
Also note that if you don’t want to display the default error message dialog, you can use the An unhandled error occurs workflow action to display your own alert.