Akshay,
I remained in the mangalajodi side. Dolphins don't visit this part of the lake as it is more shallow. If you are going to Nalabana from Balugaon/barkul, you will find those. Also if you go to Satapada you will definitely find dolphins. Satapada is about 47kms from Puri and Puri is about 60kms from bhubaneswar. Frankly speaking I am not sure why I am not frequenting these places as I used to earlier.

Cheers,
Sabyasachi