Fastest way to calculate colors for a gradient?

It sounds like you want to replace your ??? with

Round((R1*Percent + R2*(100-Percent))/100.0)

The EnsureRange in your code is not necessary because this function must return values in the range 0 to 255 provided that Percent is in the range 0 to 100. I think I would apply the EnsureRange to Percent (force it into range 0.0 to 100.0) and then use the following code:

Result := RGB(
  Round((R1*Percent + R2*(100-Percent))/100.0),
  Round((G1*Percent + G2*(100-Percent))/100.0),
  Round((B1*Percent + B2*(100-Percent))/100.0),
);

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Your first function returns an array whose first color is ColorA. Maybe you would be better with this:

for X:= 0 to Count - 1 do
  Result[X]:= ColorBetween(ColorA, ColorB, (X+1) / (Count+1) * 100.0);

This gives the same behaviour at both ends of the array. Or perhaps you want both ColorA and ColorB included. Then you would use:

X / (Count-1) * 100.0

But if you do this remember that Count must be greater than 1 otherwise you will be dividing by zero. That nevers works out!!

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Don't worry about the performance. The code could be made slightly faster no doubt but it will certainly not be a bottleneck. You will take these colors and draw with them. That's going to consume vastly more resources than these simple routines.

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One final point. Interpolation in RGB space will not look particularly smooth or linear to the human eye. Using floating point percentage cannot evade that fact. For best results when viewing you would need to interpolate in a different color space.

I don't know if this is the fastest way, but it works:

function ColorBetween(const ColorA, ColorB: TColor; const Percent: Integer): TColor;
var
  R1, G1, B1: Byte;
  R2, G2, B2: Byte;
begin
  R1:= GetRValue(ColorA);
  G1:= GetGValue(ColorA);
  B1:= GetBValue(ColorA);
  R2:= GetRValue(ColorB);
  G2:= GetGValue(ColorB);
  B2:= GetBValue(ColorB);

  Result:= RGB(
    Percent * (R2-R1) div 100 + R1,
    Percent * (G2-G1) div 100 + G1,
    Percent * (B2-B1) div 100 + B1
  );
end;

function ColorsBetween(const ColorA, ColorB: TColor; const Count: Integer): TColorArray;
var
  X : integer;
begin
  SetLength(Result, Count);
  for X := 0 to Count - 1 do
    Result[X] := ColorBetween(ColorA, ColorB, Round((X / (Count-1)) * 100));  //Note: Divide by count-1
end;