type
  TMyThread = class(TThread)
  private
    FEvent: THandle;
    ...
  public
    procedure SuspendWork;
    procedure ContinueWork;
    ...
  end;

constructor TMyThread.Create;
begin
  (* Non-Signaled-Event anlegen *)
  FEvent := CreateEvent(nil, true, false, '');
  ...
end;

procedure TMyThread.ContinueWork;
begin
  (* Event auf Non-Signaled zurücksetzen *)
  ResetEvent(FEvent);
end;

procedure TMyThread.Execute;
begin
  ...
  (* Falls Event Signaled ist, warten *)
  while (WaitForSingleObject(FEvent, 0) = WAIT_OBJECT_0) and
    not Terminated do
    sleep(0);
  if Terminated then
    break;
  ...
end;

procedure TMyThread.SuspendWork;
begin
  (* Event auf Signaled setzen *)
  SetEvent(FEvent);
end;