An inexpensive alternative to buying a bag, is to make one out of Reflectix insulation. Large rolls are available at most big box home goods stores, and probably local hardware stores as well.

Reflectix is like bubble wrap sandwiched between mylar-its pretty effective, and very easy to form, using only tape to connect pieces. Duct tape works ok, but I like to use wide aluminum tape (it sticks better to the mylar).

I've used this system to make wraps ("cozzies") for Nalgene bottles&dinner bowls for use bacpacking/cycle touring. Food & drinks stay very very HOT for a long time-too hot to eat without leaving the lid off for a bit.

A homemade insulated box would probably be lighter than a commercial ("delivery guy") model, as they are also covered in vinyl. If you plan it well, you could make it to roll up very nicely on your rear rack untill needed.

I'd guesstimate a large roll costs 10$, a roll of aluminum tape 4$. You probably have scissors about. The left over insulation can be used about your house for its intended purpose. It's super handy, especially in colder climates, for adding simple insultaion to things like garage doors&such.