Actually, I've tried it in a very simple case ( approx. 10 points) and it worked ! Neverthless, I can't figure out how to specify the boundary : it was implicitely chosen as the convex hull of my points. So, I don't know how to design holes in my mesh yet.
If you have anything ....
You might try asking Robert Kern, the author of the delaunay package. I have not tried it yet.