Haven't tried yet using this method but intend to do so in coming months.
The site delisted . com . au I understand can help out. They'll take the sahres off your hands in a off market trade and any losses can then be claimed with the rights to your shares being passed to the company that runs delisted. If they happen to get a payout at some stage and shareholders are afforded some portion of this you will miss out but the chances of this are...... and then it depends if you have gains you need to offset. everyone has different circumstances.....