Yes, Google advise us to first try to delete backlink if that's possible and then disavow it. You can try to remove the backlink by reaching out to the webmaster. However, the backlinks removal rate is usually below 10%, and that's why the disavow tool is very helpful.
Please note that when we say "delete" here, we mean "delete" from the page that is linking to you. This is completely different from deleting the backlink in Monitor Backlinks.