This is precisely how I'm handling the cc I'm selling.
For the long call when I'm going out to the latest available date (currently Jan 2024) I go for the strike where I can buy 2 of 'em for the price of 100 shares. That's very far ITM and typically carries a delta around .8 or .85. So you get 160 to 170 delta for the price of 100 delta, and the ability to sell 2 cc for the price of 1.
I've also been considering much closer expiration dates for the long call. My hypothesis is that I won't need to go so deep ITM to push the time value down to something comparable to the monthly time value on the Jan 2024, and therefore I can carry more long calls (more cc). But it also means that changes in the share price will propagate into the call and be realized more often - I'll be realizing gains and losses in the long call as I'm rolling it up and down with the shares going up and down. Like I said - still considering this and I haven't worked the numbers very much yet.
And this is what I'm doing instead of call spreads. The core problem I've experienced and am seeing with call spreads, at least with a stock like TSLA, is that they are likely to get into trouble (big share runs happen), and when spreads get in trouble they are tougher to manage. In this strategy, no matter how deeply ITM the calls go, you always have the 'out' to take assignment (which really means closing the short and long calls). You might miss out on some gain, but you'll sell your long call at the short call strike (effectively), so you'll have positive cash flow and probably positive realized P/L. It might be less than was available, but you won't be facing permanent loss of capital that you'd get when a spread goes ITM on both legs.