Deleting dynamically created component?

Question

In the OnCreate event, I have code which adds menu items to a std::vector (for the purposes of this question, it could be buttons, or any other components we create dynamically with the new operator):

// Iterrate through styles and hints and construct menu
for (int i=0; i<styleNamesAndHints->Count; i++) {
    TMenuItem* miTheme = new TMenuItem(miRoot);
    miTheme->Caption = styleNamesAndHints->Strings[i].SubString(0, styleNamesAndHints->Strings[i].Pos(styleNamesAndHints_Delimeter)-1);
    miTheme->AutoCheck = false;
    miTheme->AutoHotkeys = maManual;
    miTheme->RadioItem = false;
    miTheme->GroupIndex = MENU_GROUP_INDEX_STYLES;

    miTheme->OnClick = &miStyles_Click;
    miTheme->OnDrawItem = &miStyles_DrawItem;
    miTheme->OnMeasureItem = &miStyles_MeasureItem;
    miTheme->ImageIndex = IL_MENU_A_THEME;
    miTheme->Tag = miStyleArray.size();

    miStyleArray.push_back(miTheme);

    miRoot->Add(miTheme);       
}

Then in the OnDestroy event, we clean up the vector miStyleArray:

// Clean up miStyleArray vector, delete each element
while(miStyleArray.empty()==false) {
    delete miStyleArray.back();
    miStyleArray.pop_back();
}

This code works... I have no errors, everything works perfectly....

Now, someone told me that code like this could lead to errors and that, I quote, I should not use operator delete on objects that have parent, parent of the object is responsible for destroying and clean up..

As a matter of fact, the person that told me this is a moderator at a C++Builder forum, and warned me that I could be banned next time for such code! Here is the post link.

Who is right, who is wrong??