procedure TForm1.Button1Click(Sender: TObject);
var
  i:Integer;
  btn:TButton;
  arrTasks: array of ITask;
begin
  SetLength(arrTasks,10);
  for I := 0 to 9 do
    begin
      btn:=TButton.Create(self);
      btn.Name:='btn'+i.ToString;
      btn.Parent:=Panel1;
      btn.Width:=70;
      btn.Left:=10+i*btn.Width+32*i;

      arrTasks[i] := TTask.Create(procedure ()
        var
          j,k:Integer;
          b:TButton;
        begin
          k:=i;
          b:=btn;
          j:=Random(100);
          TThread.Synchronize(nil,
             procedure()
             begin
               b.Caption := k.ToString+'='+j.ToString;
             end
          );
        end);

      arrTasks[i].Start;
    end;
end;

  private
    AObjL:TObjectList;
....
procedure TForm1.FormCreate(Sender: TObject);
begin
  AObjL:=TObjectList.Create;
end;

procedure TForm1.Button1Click(Sender: TObject);
var
  i:Integer;
  btn:TButton;
begin
  for I := 0 to 9 do
    begin
      btn:=TButton.Create(self);
      btn.Name:='btn'+i.ToString;
      btn.Parent:=Panel1;
      btn.Width:=50;
      btn.Left:=10+i*btn.Width+32*i;

      AObjL.Add(btn);
    end;
end;

procedure TForm1.Button2Click(Sender: TObject);
var
  i,c:Integer;
begin
  c:=AObjL.Count;

  for i := 0 to c-1 do
    begin
      CreateTsk(TButton(AObjL),i);
    end;
end;

procedure TForm1.CreateTsk(ABtn: TButton; Ai: Integer);
var
  task:ITask;
begin
  task := TTask.Create(procedure ()
    var
      j, i:Integer;
      b:TButton;
    begin
      i:=Ai;
      b:=ABtn;
      j:=Random(100);
      TThread.Synchronize(nil,
         procedure()
         begin
           b.Caption := i.ToString+'='+j.ToString; // валится здесь с с00000005
         end
      );
    end);
  task.Start;
end;