я просто игнорирую ошибку try... except

procedure frmMain.aRefreshExecute;
var
SaveRec: TBookMark;
begin
SaveRec := dbgList.DataSource.DataSet.GetBookmark;
dbgList.DataSource.DataSet.Close;
dbgList.DataSource.DataSet.Open;
try
try
dbgList.DataSource.DataSet.GotoBookmark(SaveRec);
except
end
finally
dbgList.DataSource.DataSet.FreeBookmark(SaveRec);
dbgList.SetFocus;
end;
end;