Are there other libraries that could be used - gtk, etc? Would that be an option?
Another option is locate what is the problem with LCL on DLLs. You could try a simple example, like showing a message box and see what is the difference between what LCL does and what VCL does.
Gtk is an option, but be aware that there are some issues with it:
* No RAD (This is irrelevant to a component)
* Only really good on Linux, it´s quite bad on Windows due to bugs and on Mac OS X due to requiring X11 and Fink (read: needs to be compiled from source, cannot be downloaded as binary)
* Hard to use. Beliave me, it´s very hard to use Gtk, it was a pain to write a simple component like TTrayIcon. With Windows API I took 2 hours. With Gtk I took 2 weeks. Add poor documentation to that.
* Your existing VCL code won´t work with it. You will need to rewrite
Qt is much easier to use and much better documented, but is only free for GPL software and is quite expensive.