The voice I hear used to pretend to be religious characters like God, the Devil, Archangels and tried getting me to believe I was the next Jesus or something and able to heal people with just my hands. I'm not even religious and never have been but at the time I didn't know what was going on so believed him for a short time at least.
He eventually moved on from those deceptions when I stopped believing him and he moved on to the next deception which was multiple people in the world talking to me telepathically or pretending to be my spirit guide or higher self.
I eventually got the truth out of him to what he really is and he's nothing but a pathetic loser that happens to share a body with me.
If you're hearing a voice the best way to cope is to not believe him/her/them and to just ignore whatever they say. Other than that it's hard to suggest anything without knowing the nature of your delusions.
The only thing that helped me was talking to professionals about it. I was 100% honest with my thoughts, even if I feared that they'd find me crazy. I also opened up to those close to me, and they remind me a lot about reality. So far it's a bit easier for me to not focus so much on my delusions.