Over the past few years of tournament play, I've seen three games where the delay was not enabled on a digital clock. In all of these cases, the clock was a Chronos set to display HH:MM until the last 10 minutes, when it would change to MM:SS.
In one game without the delay, I was playing white in a G/105 tournament. I ran my time down from ~12 minutes to ~6 minutes, and my opponent had ~9 minutes. On my next move, I noticed that the clock started right away and pointed it out to my opponent (we are actually the two TD's for the club, so we didn't really have anyone else to make the decision). We agreed to turn on the delay at that point.
Now according to a strict interpretation of the rules, we're stuck without the delay because that's how we started the game. I usually make sure that the delay is set in the first few moves, but I just didn't notice that the clock moved right from 105 to 104 when he started it at the beginning of the game instead of waiting 5 seconds. So after that, the only time I could discover the oversight was when we got below 10 minutes.
Is there a reasonable way to deal with this? Am I just out of luck if my opponent tries to pull a fast one in the future? Theoretically he could be penalized for unsportsmanlike behavior, but that seems extreme if it really was just an honest mistake.