...
private
procedure DoApplicationMessage(var Msg: TMsg; var Handled: Boolean);
...

{$R *.dfm}

Procedure tForm1.DoApplicationMessage(var Msg: TMsg; var Handled: Boolean);
begin
if (msg.message = WM_PASTE) then
handled := true; // по идее компонента не должна получать //сообщение
end;

procedure TForm1.FormCreate(Sender: TObject);
begin
application.OnMessage := doApplicationMessage;
end;

TEmbeddedWB

procedure TForm1.MsgHandler(var Msg: TMsg; var Handled: Boolean);
var iOIPAO: IOleInPlaceActiveObject;
Dispatch: IDispatch;
begin
 if not Assigned(WebBrowser1) then  begin
   Handled := False;
   Exit;
 end;
Handled := (IsDialogMessage(WebBrowser1.Handle, Msg) = True);
 if (Handled) and (not WebBrowser1.Busy) then  begin
 if FOleInPlaceActiveObject = nil then  begin
     Dispatch := WebBrowser1.Application;
     if Dispatch <> nil then
     begin
     Dispatch.QueryInterface(IOleInPlaceActiveObject, iOIPAO);
     if iOIPAO <> nil then
        FOleInPlaceActiveObject := iOIPAO;
     end;
   end;
    if FOleInPlaceActiveObject <> nil then
    if ((Msg.message = WM_KEYDOWN) or (Msg.message = WM_KEYUP)) and
       ((Msg.wParam = VK_Control) or (Msg.wParam = ord('V'))) then
       showmessage('oops')
     else
       FOleInPlaceActiveObject.TranslateAccelerator(Msg);
 end;
end;