Two anecdotes from Diogenes Laertius on the difficulty of Heraclitus:

They say that Euripides, giving him [Socrates] a work of Heraclitus to read, asked him what he thought of it, and he replied: ‘The part I understand is excellent, and so too is, I dare say, the part I do not understand; but it needs a Delian diver to get to the bottom of it (2.22).

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The story told by Ariston of Socrates, and his remarks when he came upon the book of Heraclitus, which Euripides brought him, I have mentioned in my Life of Socrates. However, Seleucus the grammarian says that a certain Croton relates in his book called The Diver that he said work of Heraclitus was first brought into Greece by one Crates, who further said it required a Delian diver not to be drowned on it (9.12)

Delian diver seemed a curiously specific image, especially since the Greek ( Δηλίου γέ τινος δεῖται κολυμβητοῦ) lacks the pleasant alliteration of the English.  In a casual search I found something of an overly ingenious interpretation for the phrase offered by one scholar.  The overwrought summation is as follows:

In conclusion, the expression attributed to Socrates that a Delian diver was required
to comprehend the book by Heraclitus must be understood in a mocking and
metaphorical sense. Thus, and according to this interpretation, not only is a diver
required to reach its depths, but he must necessarily be Delian. This means that he must be someone versed in the arcane oracles of the god Apollo to be able to move freely in the sibylline depths of Heraclitean thought. This explains why an answer that was supposed to be witty and ingenious, put in Socrates’ mouth  with the intention of producing a comical effect, had resource to the island of Delos, ‘the transparent’, ‘The clear’, to refer to the deep water diver. The superficial and literal sense of a Delian diver alluding to an actual pearl or sponge fisherman form that island does not fit with the comical context in which it was expressed, nor with Socrates’ incisive irony, nor, obviously, with the enigmatic and pretentious Heraclitean style. If, conversely, the notion of a Delian diver is understood not as a reference to a true diver from that island, but a metaphorical locution to describe the difficulty to manage the enigmatic and sibylline depths of Heraclitean thought, the hidden meaning of that expression is disclosed. And paraphrasing Diogenes Laertius’ epigram again, only with the aid of the Delian diver, the deep Delian waters become clearer and brighter than sunlight.

I’m somewhat simpler a person and find the sponge diving process a convincing enough metaphor by itself, without recourse to torturing out a pun on Delos.  Wikipedia gives me the following:

When sponge diving, the crew went out into the Mediterranean Sea in a small boat, and used a cylindrical object with a glass bottom to search the sea floor for sponges. When one was found, a diver went overboard to get it. Free diving, he was usually naked and carried a 15 kilograms (33 lb) skandalopetra, a rounded stone tied on a rope to the boat, to take him down to the bottom quickly. The diver then cut the sponge loose from the bottom and put a special net around it. Depth and bottom time depended on the diver’s lung capacity. They often went down about 30 metres (100 ft) for up to 5 minutes