Yes, best suggestion so far, get the key, the manual with the combo and take it with you.
Cops cannot search the delivery guys house on suspicion because he delivered the safe, taint legal. As noted, they should be bonded anyhow.
I figure the workers don't come back and do a job, but they tell their crack head buddies where and what they saw, sometimes not realizing what they are doing even, then you have to worry.
This is a safe dealer, they sell safes all the time, you think every customer gets broken into after they buy a safe, would make for bad business.