If you want to configure the delegation with a third-party domain registrar, you will not be able to do the whole process using PowerShell, because PowerShell is not a supported API for this. However, you will need to retrieve the name servers of the Azure DNS zone, and you can do so by running the following cmdlets:

$GamezZone = Get-AzureRmDnsZone -Name Gamezakhana.com -ResourceGroupName PacktPub

$GamezZoneRecords = Get-AzureRmDnsRecordSet -Name "@" -RecordType NS -Zone $GamezZone

In case you want to delegate a subdomain, you have to create the child DNS zone first, as you have learned earlier, then you need to retrieve its DNS records and store it in a variable, as discussed in the previous cmdlets, and then finally run the following cmdlets:

$DelegateNSRecordSet = New-AzureRmDnsRecordSet -Zone $GamezZone -Name Child -RecordType NS -Ttl 3600

$DelegateNSRecordSet.Records = $ChildZoneRecords.Records
Set-AzureRmDnsRecordSet -RecordSet $DelegateNSRecordSet

Where $ChildZoneRecords is the variable that you should create to store the child DNS zone NS records.