I've built 2 crossbows in the 200-220 pound range, both with Delrin nuts, and have had no problems. Okay, one problem: the first one I did, my very first build, I used white Delrin and I didn't like how it looked so I replaced it with a nut of cream-colored ABS. I haven't had any problems with the ABS, either, and it looks a lot nicer.
Regarding the depth of the roller nut cavity, remember that due to the shape of the nut i.e. not being a complete cylinder, it will stay in place fine when rotating forward as in firing, but can be easily removed by rotating it backwards. That's why so many medieval crossbows had a hole through the tiller and the nut with a bit of string tied through it. During operation it stays in there just fine, but can fall out easily when you're marching about with your crossbow over your shoulder if it isn't retained by something.
Good luck with the build, and let's see some pictures when you get a chance!