File the complaint in Delhi.
Did you get this cheque as Salary or for some kind of consultancy / contract work ??
You shoud have received the dishonor information from your Bank in Delhi, how come it took 15 days !!
In short:
Jurisdiction lies with your banker's place also, it should not be the case that deliberately cheque is deposited in some unrelated place. This generally happens when a big company has offices all over, and just to harrass files the case in some unrelated place. In your case, it is bonafide, for you to file the case in Delhi. Contact a good local lawyer.