I have done this with a 120V AC relay. I hooked it up to a DC supply, and measured at what DC voltage it pulled in, and then added ~20%. I rectified the AC line with a simple half-wave rectifier into an electrolytic capacitor, something like 100uF@250VDC. The capacitor charges to pretty close to 160VDC , so I put a resistor in series with the relay coil to drop the coil voltage to what I measured in step one, above. The delay is determined by how long it takes the capacitor to discharge through the series resistance of the coil and the series resistor. Calculate the wattage of the resistor, as it will have to be like a 5W resistor... The delay is determined by the size of the capacitor.