I always go to GasBuddy.com to find the lowest gas prices in my area. For me, that's usually Costco.

it might be too expensive to replace your existing cars, but next time you decide to purchase a new delivery vehicle, get a hybrid! they've come down in price and the gas savings really adds up.

In the near-term, you could try one of the following if you are not already doing so:
1) Lengthen the promised delivery time in order to allow you deliver more orders at one time and then optimize the route that the delivery van drives.
2) Raise the minimum order size to give you a better chance at breaking even on the delivery

Longer term, when you need to buy new vehicles, think about what you really need. Most deliveries are done with full-size vans that get terrible gas mileage when in many cases a compact wagon would do the job fine. If you really need a full-size van, take a look at the Dodge Sprinter (which will be branded as a Mercedes from 2010 on). It gets great fuel economy for a large vehicle. Another great new entry is the Ford Transit Connect. Its based on an economy car but can carry as much 135 cubic feet & 1600 pounds of cargo while getting ~23 mpg.

Good luck!

Perhaps you could offer a deal if a customer opts to pick up their order?