First of all, welcome to the
eGPU on pre-Thunderbolt Macs club!
I'll try...
Which PSU are you using - a Dell DA-2? Can you try with an ATX PSU?
Which GPUs have you tried? Did you connect external power if they require it? Does the GPU's fan spin when you power up the mini or PSU?
Can you try turning on the Mini with the external GPU
powered off, holding the Alt/Option key so the boot selector appears, turning on the GPU and then selecting the partition to boot from?
The
delay setting has no effect for me in Mac OS X, but I need to have it set to
on for Windows to boot via BIOS emulation, otherwise I just get a black screen. My
PSU setting is
on which, I believe, means that the Beast automatically turns on the PSU as soon as the system it's attached to powers up.
FWIW, when I tried this on a MacBookPro2,1 (945 chipset and 32-bit EFI like the Mini but with a discrete Radeon X1600), it didn't work - the machine booted up fine but OS X didn't correctly recognise the GeForce GTX 660 or Quadro K600 I was using, showing them as "NVIDIA Chipset Model" and never outputting anything on them. Windows XP recognised the cards and the generic/failsafe VESA driver worked but after installing the NVIDIA drivers, I got a black screen as soon as they were loaded. I couldn't come up with a solution to this so eventually gave up on the MBP.
EDIT: What happens if you have the adapter connected to the Mini but no a PCIe card plugged into it? Can you check with other (non-GPU) PCIe cards?