What does this implement/fix? Explain your changes.

Cache the delegates to native code we've created so that when we need to
call that delegate, we don't ask for a delegate from a native pointer
(that is a delegate to managed code.)

Does this close any currently open issues?

This fixes issue #1323 .

Any other comments?

This is needed in order for #1287 to pass the domain reload tests on Mono.

Checklist

Check all those that are applicable and complete.

• Make sure to include one or more tests for your change
• If an enhancement PR, please create docs and at best an example
• Add yourself to AUTHORS
• Updated the CHANGELOG