I had no idea what you meant by "delay" in this thread, but I found your other thread and I think you mean that the UI comes up when you pause - and apparently goes away after some delay. Try pressing the back button (the one in the top left of the remote.) Only press it once each time though or you will back out of the video itself. Keep in mind that this may all be dependent on what app(s) you are using.
Yes, I suppose you could put some kind of buffering device in front of a Roku and pause/freeze frame that. Of course, the Roku will continue playing so you'll want to pause both devices. (Pause the Roku 2nd so the device in front gets a clear view.)