A standard delta-wye, or wye-delta transformer can be used instead of a zig-zag transformer (for grounding the system connected to the wye winding, obviously). This is done all the time and is generally more cost-effective these days than trying to get a zig-zag grounding transformer.
Since your question is "MV neutral grounding", I assume you're trying to establish a neutral for the 34.5 kV system? Even if you re-configured the delta connection to a wye, you still have to get the neutral through the tank, and deal with the secondary voltage issues.
It would be simpler to buy a new wye delta transformer. You don't need any load on the delta side.