On your Orders form - you can set the "Items" embedded report to be Editable, so that means you can edit all the Items in that list.
i.e.
1) Go into form settings for your Orders Form
2) Select the Report Link that is showing your Items
3) Under "Display the related Items directly on the form", check Editable
4) Save
Now when you edit an Order - you can go to the Items section, and select the Delivery Note dropdown directly next to each Item.
Just need to make sure that the "Delivery Note" column is in the embedded report for Items that is being used in the Orders form.