The readme suggests making the config volume hold the entire deluge home folder, rather than just the deluge config directory

[hintss]

[jakexks]

The deluge home folder also contains the downloads, complete, watch and torrent files directories, I personally just want to mount 1 host folder into the container to hold all of these. If you like, you could split them out into separate volumes (which is possibly a more "correct" way of doing it) but this way is easier.