I'm not really sure what to make of the exception you are getting. Here is a simple QStyledItemDelegate that we are using without problems. Perhaps there is something different?
#include "model_view/color_combo_delegate.h"
#include <QTimer>
#include "map_elements/common/color_combo_box.h"
ColorComboDelegate::ColorComboDelegate(QObject *parent)
  : QStyledItemDelegate(parent) {
}
QWidget *ColorComboDelegate::createEditor(
    QWidget *parent,
    const QStyleOptionViewItem & /*option*/,
    const QModelIndex & /*index*/) const {
  ColorComboBox *color_combo_box = new ColorComboBox(parent);
  connect(color_combo_box, SIGNAL(currentIndexChanged(int)),
          this, SLOT(IndexChanged()));
  QTimer::singleShot(0, color_combo_box, SLOT(Popup()));
  return color_combo_box;
}
QString ColorComboDelegate::displayText(const QVariant &value,
                                        const QLocale &/*locale*/) const {
  Map::Color color = static_cast<Map::Color>(value.toInt());
  return Map::color_name(color);
}
void ColorComboDelegate::IndexChanged() {
  ColorComboBox *color_combo_box = qobject_cast<ColorComboBox *>(sender());
  emit commitData(color_combo_box);
  emit closeEditor(color_combo_box);
}
void ColorComboDelegate::setEditorData(QWidget * editor,
                                       const QModelIndex & index) const {
  ColorComboBox *color_combo_box = qobject_cast<ColorComboBox *>(editor);
  Map::Color color = static_cast<Map::Color>(index.data().toInt());
  color_combo_box->set_color(color);
}
void ColorComboDelegate::setModelData(QWidget *editor,
                                      QAbstractItemModel *model,
                                      const QModelIndex &index) const {
  ColorComboBox *color_combo_box = qobject_cast<ColorComboBox *>(editor);
  model->setData(index, color_combo_box->color());
}