1. A method, comprising: receiving, by at least one processing device of a multi-central processing unit (CPU) host machine, a virtual device event received at a hypervisor executed by the at least one processing device, the virtual device event sent from a host CPU of the multi-CPU host machine, wherein the virtual device event comprises device level instructions of a device of the host machine directed to a virtual machine (VM) managed by the hypervisor on the host machine, wherein the device is emulated by the hypervisor as a virtual device for the VM; maintaining, by the processing device, a data structure for virtual CPU (VCPU)-to-host CPU mappings; responsive to receiving a type of the virtual device event for a first time at the VM, identifying, by the processing device from the VCPU-to-host CPU mapping of the data structure in a memory of the hypervisor, VCPUs corresponding to the VM that are running on the host CPU; generating, by the processing device via the hypervisor, a hint comprising the identified VCPUs of the VM; and providing, by the processing device via the hypervisor, the hint with the virtual device event to the VM, wherein the hint to cause the VM to program the virtual device to deliver interrupts to at least one of the identified VCPUs indicated in the hint.