It sounds like you are getting some sort of feedback into your marker lamp ckt. Try placing 2 diodes from the marker lamp wire to flasher lamp wire at each light.
Marker wire I< (diode) to >I (diode) Flasher Wire
Try on one side see if it works - side with diode: put blinker on that side - side w/o diode should not flash.
Simply twist the 2 diode's wires together and stick to other end of the diode's wires into the back of the connector end at the bulb.
Good luck!
I better add that this feedback may be there all the time in all of our cars. We just can't see it because the incandescent bulbs (stock) require so much more current to operate that they don't light up - LEDs require/consume almost no current therefore and feedback or bleed thru will be enough to light the LEDs. Reason why you had to put a delay relay in to slow the blink rate - the solid state system sees the no resistance/current consumption and treats the LED as open ckt (burned out bulb - aka: fast blink). Now I'm also betting that you could eliminate the "delay" module by simply putting a resistor on the ground wire to the bulb which would show the necessary load to the factory flasher ckt yet drop the voltage after the LED bulb which would retain the brightness of the LEDs.
I'm guessing these LED bulbs already have this built into them, but what do I know