You can share the files using Unix techniques.
For example, the following commands will allow to share it among all admin users. Using Terminal.app in the account that is currently using DL, you type
mv ~/Library/Application\ Support/Delicious\ Library /Users/Shared
chgrp -R admin /Users/Shared/Delicious\ Library
chmod -R g+w /Users/Shared/Delicious\ Library
ln -s /Users/Shared/Delicious\ Library ~/Library/Application\ Support
This last line is to be typed in all other accounts that you want to use the same library.
There will be some inconsistencies (e.g. the link with addressbook for loaned item will not work), but I am using this trick.
Of course, it is better to create a dedicated Unix group, other than "admin", but I don't want to bother you with that.