Yes, you can delete the old update files.
So, if you have a bunch of "* to 1.3.wyu" as well as your latest version "* to 2.0.wyu", then you can safely delete the "* to 1.3.wyu" files.
Be careful not to delete the *.wys file. That's always necessary. The name doesn't change, but the contents of the file do change with every new built update.