I just discovered this thread as I also have to combine Julia and Delphi. However, I use Lazarus instead of Delphi because I prefer OpenSource.
For my use case Lazarus is great to create a proper platform-independent GUI but it lacks scientific capabilities like e.g. machine learning. So my intention is to use Julia for the scientific parts, compile this code as a library (a DLL under Windows) and then use that DLL for Lazarus.
If anybody has the same needs, you might be interested in the solution I found so far in this thread.