Is it possible to delete all non-SAML user accounts, so that the only way to access Panther is through an identity provider, such as Okta?
No.
As a continuance measure, Panther requires at least one admin-level non-SAML user to prevent a total lockout due to issues with an identity provider. In the case where you want to your team to access only through SAML, you may wish to name this account something generic such as "Recovery" and store the credentials in a secure location.