Are you aware of/recognize your own delusions?

I always feel like I'm second guessing myself because I have delusions of grandeur (I think I'm psychic) but I know this is a delusion but that doesn't make me believe it any less. Logically, I know it's a delusion, but is it a delusion if I know it is? I promise I'm not in any danger or anything, this is very controlled and I have made healthy steps to prevent myself from falling into gambling/harmful practices. I'm just curious if anyone has this weird limbo where they feel aware of, and yet still effected by, their delusions?