The recommended way of handling CDC in Databricks is by using the merge command.

https://docs.databricks.com/aws/en/sql/language-manual/delta-merge-into

If you using SQL.

-- Delete all target rows that have a match in the source table.
> MERGE INTO target USING source
ON target.key = source.key
WHEN MATCHED THEN DELETE

-- Conditionally update target rows that have a match in the source table using the source value.
> MERGE INTO target USING source
ON target.key = source.key
WHEN MATCHED AND target.updated_at < source.updated_at THEN UPDATE SET *

-- Multiple MATCHED clauses conditionally deleting matched target rows and updating two columns for all other matched rows.
> MERGE INTO target USING source
ON target.key = source.key
WHEN MATCHED AND target.marked_for_deletion THEN DELETE
WHEN MATCHED THEN UPDATE SET target.updated_at = source.updated_at, target.value = DEFAULT

-- if you are using python,

from delta.tables import *

# Assuming 'targetTable' is a DeltaTable object and 'sourceDF' is a DataFrame
# representing the data to be merged.

deltaTable = DeltaTable.forPath(spark, "/path/to/your/delta/table")

deltaTable.merge(
sourceDF,
"target.key_column = source.key_column" 
) .whenMatchedUpdateAll() .whenNotMatchedInsertAll().whenNotMatchedBySourceDelete().execute()