Hi @Nuno Miguel Silva ,
Per my knowledge, you could try to navigate to your Delve profile page, click Gear Icon> Feature settings (under Delve),in the pop-up that appears, toggle the switch under Documents to Off. Click Save.
Here is an official article about share documents in Delve you could have a look:
Group and share documents in Delve
Reference:
How to hide documents in Delve
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A similar post for your reference:
Delve- How to turn off “show documents” option at tenant level
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