Is there a way to use JSONP with a Delphi DataSnap REST server?

There is a way in Delphi DataSnap REST methods to bypass the custom JSON processing and return exactly the JSON you want. Here is a class function I use (in my Relax framework) to return plain data to a jqGrid:

class procedure TRlxjqGrid.SetPlainJsonResponse(jObj: TJSONObject);
begin
  GetInvocationMetadata().ResponseCode := 200;
  GetInvocationMetadata().ResponseContent := jObj.ToString;
end;

Info at http://blogs.embarcadero.com/mathewd/2011/01/18/invocation-metadata/.
Info at https://mathewdelong.wordpress.com/2011/01/18/invocation-metadata/.

BTW, you can assign nil to the result of the REST function.

You can write a TDSHTTPServiceComponent descendant and hook it up with your instance of TDSHTTPService. In the following example an instance of TJsonpDispatcher is created at runtime (to avoid registering it in the IDE):

type
  TJsonpDispatcher = class(TDSHTTPServiceComponent)
  public
    procedure DoCommand(AContext: TDSHTTPContext; ARequestInfo: TDSHTTPRequest; AResponseInfo: TDSHTTPResponse;
      const ARequest: string; var AHandled: Boolean); override;
  end;

  TServerContainer = class(TDataModule)
    DSServer: TDSServer;
    DSHTTPService: TDSHTTPService;
    DSServerClass: TDSServerClass;
    procedure DSServerClassGetClass(DSServerClass: TDSServerClass; var PersistentClass: TPersistentClass);
  protected
    JsonpDispatcher: TJsonpDispatcher;
    procedure Loaded; override;
  end;

implementation

procedure TServerContainer.DSServerClassGetClass(DSServerClass: TDSServerClass; var PersistentClass: TPersistentClass);
begin
  PersistentClass := ServerMethodsUnit.TServerMethods;
end;

procedure TServerContainer.Loaded;
begin
  inherited Loaded;
  JsonpDispatcher := TJsonpDispatcher.Create(Self);
  JsonpDispatcher.Service := DSHTTPService;
end;

procedure TJsonpDispatcher.DoCommand(AContext: TDSHTTPContext; ARequestInfo: TDSHTTPRequest;
  AResponseInfo: TDSHTTPResponse; const ARequest: string; var AHandled: Boolean);
begin
  // e.g. http://localhost:8080/getdata?callback=workit
  if SameText(ARequest, '/getdata') then
  begin
    AHandled := True;
    AResponseInfo.ContentText := Format('%s(%s);', [ARequestInfo.Params.Values['callback'], '{"id": "Delphi Pro", "price":999}']);
  end;
end;

the origin policy problem can be solved easyly in DataSnap. You can Customize the response header in this way:

procedure TWebModule2.WebModuleBeforeDispatch(Sender: TObject;
  Request: TWebRequest; Response: TWebResponse; var Handled: Boolean);
begin
  **Response.SetCustomHeader('access-control-allow-origin','*');**
  if FServerFunctionInvokerAction <> nil then
    FServerFunctionInvokerAction.Enabled := AllowServerFunctionInvoker;
end;