Good catch; glad you were able to figure it out.
I looked at the code you posted, and I don’t think the listing includes the culprit line. In this case, you seem to be creating a delegate that does a SharedThis(this) in a class that does not support doing SharedThis(this) because it does not inherit from TSharedFromThis<>.
We almost always put handlers for UI delegates inside of widget classes. The most common pattern is to use an SCompoundWidget as a host for most of your logic and child widgets. All widgets provide TSharedFromThis<> out of the box, so you should be safe if you follow that pattern. We also usually begin all out native widget classes with the letter S to help drive home the point about them being Slate Widgets.