This is a list of my blog posts on using WinDBG with Delphi apps, mostly for my reference. Internally, I use a version of tds2dbg with some private modifications, but you should have reasonable results with the public version.

WinDBG and Delphi exceptions

WinDBG and Delphi exceptions in x64

Locating Delphi exceptions in a live session or dump using WinDbg

Debugging a stalled Delphi process with Windbg and memory searches

Finding class instances in a Delphi process using WinDbg

More windbg tricks with Delphi – how to ignore specific exceptions (Jan 2016)

I also have some other posts that talk about WinDBG and/or Delphi which can be helpful for illustrative purposes:

Another partial malware diagnosis

Detecting the Citadel Trojan with an Application Failure

When characters go astray: diagnosing missing characters when printing with IE9

WaitForSingleObject. Why you should never use it.

IE11, Windbg, JavaScript = joy