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Ist das ein gewünschtes Beispiel?

Delphi-Quellcode:

{
This example demonstrates how to add and delete menu items
to a popup menu at runtime and assign an event handler to
the OnClick event.  Place a TPopupMenu and three buttons on
the form named "AddButton", "EditButton",  and
"DestroyButton" and add OnClick events to all three buttons.
Put the TPopupMenu in the PopupMenu property of the form.
Place the PopupMenuItemsClick procedure in the TForm1 type
declaration so that it can be used as the method call for
the menu item OnClick event.
}

type
  TForm1 = class(TForm)
    AddButton: TButton;
    EditButton: TButton;
    DestroyButton: TButton;
    PopupMenu1: TPopupMenu;
    procedure AddButtonClick(Sender: TObject);
    procedure EditButtonClick(Sender: TObject);
    procedure DestroyButtonClick(Sender: TObject);
    procedure FormCreate(Sender: TObject);
  private
    { Private declarations }
  public
    procedure PopupMenuItemsClick(Sender: TObject);

  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

procedure TForm1.AddButtonClick(Sender: TObject);
var
  index: Integer;
  NewItem: TMenuItem;
begin
    // The owner (PopupMenu1) will cleanup this menu item.
  NewItem := TMenuItem.Create(PopupMenu1); // create the new item
  index := PopupMenu1.Items.Count;
  PopupMenu1.Items.Add(NewItem);// add it to the Popupmenu
  NewItem.Caption := 'Menu Item ' + IntToStr(index);
  NewItem.Tag := index;
  NewItem.OnClick :=
    PopupMenuItemsClick; // assign it an event handler
end;

procedure TForm1.PopupMenuItemsClick(Sender: TObject);
begin
  with Sender as TMenuItem do
  begin
    case Tag of
      0:  ShowMessage('first item clicked');
      1:  ShowMessage('second item clicked');
      2:  ShowMessage('third item clicked');
      3:  ShowMessage('fourth item clicked');
    end;
  end;
end;

{
To edit or destroy an item, grab its pointer via the Items
property.
}
procedure TForm1.EditButtonClick(Sender: TObject);
var
  ItemToEdit: TMenuItem;
begin
  ItemToEdit := PopupMenu.Items[1];
  ItemToEdit.Caption := 'Changed Caption';
end;

procedure TForm1.DestroyButtonClick(Sender: TObject);
var
  ItemToDelete: TMenuItem;
begin
  ItemToDelete := PopupMenu.Items[2];
  ItemToDelete.Free;
end;

procedure TForm1.FormCreate(Sender: TObject);
var
  index: Integer;
  NewItem: TMenuItem;
begin
  for index := 0 to 3 do
  begin
      // The owner (PopupMenu1) will cleanup this menu item.
    NewItem := TMenuItem.Create(PopupMenu1); // create the new item
    PopupMenu1.Items.Add(NewItem);// add it to the Popupmenu
    NewItem.Caption := 'Menu Item ' + IntToStr(index);
    NewItem.Tag := index;
    NewItem.OnClick :=
      PopupMenuItemsClick; // assign it an event handler
  end;
end;

Source stammt von hier.
Es gibt bestimmt auch einen Delphi Sydney erklärung, aber das war mein erster Treffer der es recht gut erklärt.

Relativ simpel und effektiv, finde ich.