I don't think you'll find anything. Not yet a while, anyway.
Delphi's Android support is quite new and is targeted essentially at business apps.
Whilst it is feasible to do do other things, most of the interesting things involve a lot of cumbersome chicanery to, say, add a splash screen or launch other installed activities and get results.
I daresay similar amounts of effort could be put towards setting up a live wallpaper, but there is no info on how to do so with Delphi as yet.
Interestingly, it's the first time I've seen live wallpaper mentioned as a desired target for Delphi. Mostly it's services and broadcast receivers (which are also eminently feasible, but again markedly involved).