You might already know these but no one else has posted them on this thread yet. I work in both Linux and Mac a lot and this works for them. No idea about Windows I'm no longer forced to use it at work 🙂
Also Ctrl + w to delete one word backwards (which is what OP wants to do).
Edit: Nvm I misread the post, deleting is not what OP wants to do. Still gonna keep this because Ctrl + w is easily the readline shortcut I use the most.