If Traveling via Delhi is your choice, keep a wider changeover time during winters!
AWR is just about 2.5-3 hours away from Delhi, so if BBS Raj is your train to Delhi take a night train, Mandore, Yoga Exp, RJSK etc (if you don't have any problems arriving at odd hours).
BBS Duronto - Mandore is also one chain which gives you enough buffer (hopefully)