I'm not sure what everyone is talking about, regarding the second click. I generally don't hear it, because it's so long after the first, I'm driving by then. According to the signal timing charts in the manual, the second click can happen up to 180 seconds (three minutes) after the first, when the ECU is working correctly. So I don't know why there's so many people on the forum concerned that they don't hear the second click right after the first.
Good advice from a previous comment, check your temperature sensor. 1) because it's easy to check, and 2) because it's easy to replace, and 3) the ECU could be working fine, with bad signal from a faulty temperature sensor (which heats up and cools down all the time, while your ECU resides quite comfortably inside the B-pillar -- practically got it's own hotel room, know what I mean? Not a prime suspect, because it suffers very little wear, compared to the rest of the system.
I believe that if you disconnect the temperature system, the ECU will fire the glow plus every time, to a maximum of 180 seconds (fooling it into thinking the engine is cold, whether it is or not). This is a basic test of the ECU -- you should be able to set your watch by the timing. Mind you, don't leave it like that; running your glow plugs 180 seconds every time, even on hot starts, will wear out your glow plugs quickly. As will running your Delica with a faulty temperature sensor.
It's my understanding that ECU's don't just "wear out and fail" however it seems that deterioration in other parts of the system can put extra wear and tear on the ECU, causing an over-current condition that really does some damage. In my case, I think it all started with a poor connection between the wire and the glow plug bus bar. It's hard to say, because I don't know how the ECU is programmed, but I think it responds to increased resistance at the bus bar by increasing the voltage until a specified current flows. The corrosion in the poor connection may break down and allow high currecnts to flow momentarily, before the ECU reacts, causing large amounts of heat to build up in the ECU. That's my theory anyway.
So the long and the short of it is, before you rip apart the ECU (or if you smell something burnt, and find it inside your ECU) check the rest of they system. Something caused the ECU to fry, and if you don't find out what did it, it will do it again to your newly repaired or (gulp, $1000 replaced) ECU.
Regarding the capacitors: C1 is fairly large, and the more mass it has, the more likely it is to rattle around, putting stress on the solder joins and the component itself. When I replaced mine, I opted for a larger one (i.e. same uF rating, higher voltage: the original is 100uf, 50v, and I think I went for a 100uF, 63v) and I glued it down to the board. This gives the component more "head room" -- probably it never actually sees more than 12v, but engineers overspec components by 2x, 3x, 4x, depending on the application. This circuit may have to tolerate voltage spikes, or 12+12v = 24v when the electric field collapses upon the second click...in which case a 50v capacitor has only 2x headroom whereas a 63v has 2.5x. Dig? And it's not much bigger, and there's room on the board. Not like trying to overspec a cap in an iPhone, arrrghh....
photo here:
http://www.delica.ca/forum/viewtopic.ph ... 83#p117983
Come to think of it, maybe my temperature sensor is faulty all this time! I'm still not entirely convinced the readings I get off it are normal, though they don't seem abnormal either. Could you please check yours and tell me what you find? I've got a pencil drawing lower down int he post above, that shows how to measure and what to expect.
I have never wait soo long since I own the Van...If I do not wait these 20 second and crank the Van it will start fine anywhay, as usual 
whenever the engine is somewhat warm....Meanwhile, as a precaution, I will NOT wait that long to crank the engine.
Now back to 3-4 seconds second click and easy fast starting 
I can not explain the details about the problem I had but the relay the closest to the driver's door seems to be the faulty one: it show some outside rust