type
 ISelfDestroy = interface;
 //forget about GUID, if you are not using COM
 TSelfDestroy = class(TInterfacedObject, ISelfDestroy)
 private
  FObject: TObject;
 public
  constructor Create(AObject: TObject);
  destructor Destroy; override;
 end;
implementation
constructor TSelfDestroy.Create(AObject: TObject);
begin
 FObject := AObject;
end;
destructor TSelfDestroy.Destroy;
begin
 FreeAndNil(FObject);
 inherited;
end;

// So when you use, just do like this...
procedure TForm1.Button1Click(Sender: TObject);
var
 MyObject: TMyObject;
 SelfDestroy: TSelfDestroy;
 begin
 MyObject := TMyObject.Create;
 SelfDestroy := TSelfDestroy.Create(MyObject);
 // The MyObject will free automatically as soon as TSelfDestroy
 // goes out of scope.
 // Carry on your code here...
end;