It's possible to allow a user to delete their own accounts using a plugin, but out of the box CB does not provide this functionality.
Easiest approach without development work would be to have them email you for their account to be deleted.
All 3 options are viable and good options; it's entirely up to you which you prefer to do.
Ranked your options based off how much maintenance they'd require and how much work invested to accomplish them.
- No Maintenance; Extensive work.
- Some Maintenance; Moderate Work.
- No Maintenance; Little Work.