To show that $\delta_{\epsilon}(x)= \sqrt{\frac{a}{i\pi}}\frac1\epsilon e^{iax^2/\epsilon}$ is a regularization of the Dirac Delta distribution, we need to show that
$$\lim_{\epsilon \to 0}\int_{-\infty}^\infty \phi(x)\delta_{\epsilon}(x)\,dx=\phi(0)$$
for any suitable test function. One challenge in showing this is that $|\delta_{\epsilon}(x)|$ is not integrable. This challenge will met by a simple contour deformation followed by applying the Dominated Convergence Theorem.
Let $\phi(x)$ be a suitable test function. Enforcing the substitution $x\to \sqrt{\epsilon/a}\,x$, we have
$$\begin{align}
\lim_{\epsilon\to 0}\int_{-\infty}^\infty \phi(x)\delta_{\epsilon}(x)\,dx&=\lim_{\epsilon\to 0}\frac1\epsilon\sqrt{\frac{a}{i\pi}}\int_{-\infty}^\infty\phi(x)e^{iax^2/\epsilon}\,dx\\\\
&=2\sqrt{\frac{1}{i\pi}}\lim_{\epsilon\to 0}\int_{0}^\infty \phi\left(\sqrt{\epsilon/a}\,x\right)e^{ix^2}\,dx
\end{align}$$
Contour Deformation:
Next, using Cauchy's Integral Theorem, we deform the contour from the real line to the ray $z=xe^{i\pi/4}$ to find
$$\begin{align}
\lim_{\epsilon\to 0}\int_{-\infty}^\infty \phi(x)\delta_{\epsilon}(x)\,dx&=2\sqrt{\frac{1}{i\pi}}\lim_{\epsilon\to 0}\int_{0}^\infty \phi\left(\sqrt{\epsilon/a}\,xe^{i\pi/4}\right)e^{-x^2}\,e^{i\pi/4}\,dx\\\\
&=2\sqrt{\frac{1}{\pi}}\lim_{\epsilon\to 0}\int_{0}^\infty \phi\left(\sqrt{\epsilon/a}\,xe^{i\pi/4}\right)e^{-x^2}\,dx\\\\
\end{align}$$
Applying the Dominated Convergence Theorem:
Invoking the Dominated Convergence Theorem reveals
$$\begin{align}
\lim_{\epsilon\to 0}\int_{-\infty}^\infty \phi(x)\delta_{\epsilon}(x)\,dx&
=2\sqrt{\frac{1}{\pi}}\lim_{\epsilon\to 0}\int_{0}^\infty \phi\left(\sqrt{\epsilon/a}\,xe^{i\pi/4}\right)e^{-x^2}\,dx\\\\
&=2\sqrt{\frac{1}{\pi}}\int_{0}^\infty \lim_{\epsilon\to 0}\phi\left(\sqrt{\epsilon/a}\,xe^{i\pi/4}\right)e^{-x^2}\,dx\\\\
&=2\sqrt{\frac{1}{\pi}}\phi(0)\int_0^\infty e^{-x^2}\,dx\\\\
&=\phi(0)
\end{align}$$
as was to be shown!