How can I use Array#delete while iterating over the array?

I have an array that I want to iterate over and delete some of the elements. This doesn't work:

a = [1, 2, 3, 4, 5]
a.each do |x|
  next if x < 3
  a.delete x
  # do something with x
end
a #=> [1, 2, 4]

I want a to be [1, 2]. How can I get around this?