She was Penthouse magazine's Pet of the Month for April 1988. In 2005, in The Erotic Thriller in Contemporary Cinema, Linda Ruth Williams cited Sheppard and Kira Reed as examples of actresses who worked "...in B-scale erotic thrillers at the fringes of Hollywood, the obvious trajectory for a strip-circuit veteran (DTV [direct-to-video] divas Kira Reed and Delia Sheppard both started as showgirls.)"