[delphi.com.ar]

Si tu componente hereda de TControl, bien podrías utilizar la propiedad ParentColor que por defecto es True.

Código Delphi [-]
unit Unit1;

interface

uses
  Windows, Messages, SysUtils, Variants, Classes, Graphics, Controls, Forms,
  Dialogs, ExtCtrls, StdCtrls;

type
  TElComponenteDePascalutn2003 = class(TCustomControl)
  protected
    procedure Paint; override;
  published
    property ParentColor;
    property Color;
  end;


  TForm1 = class(TForm)
    procedure FormCreate(Sender: TObject);
  private
  public
  end;

var
  Form1: TForm1;

implementation

{$R *.dfm}

{ TElComponenteDePascalutn2003 }

procedure TElComponenteDePascalutn2003.Paint;
begin
  inherited;
  Canvas.Brush.Color := clBlack;
  Canvas.Ellipse(ClientRect);
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
  Color := clBlue;

  with TElComponenteDePascalutn2003.Create(Self) do
  begin
    Parent := Self;
    BoundsRect := Rect(0, 0, 100, 100);
    Visible := True;
  end;

  with TElComponenteDePascalutn2003.Create(Self) do
  begin
    Parent := Self;
    BoundsRect := Rect(100, 0, 200, 100);
    Color := clRed; {El ParentColor pasa a ser False}
    Visible := True;
  end;
end;

end.