I use something like

var a: array of byte;
setlength(a,TheSize);
blockwrite(afile,a[0],TheSize);

Of course, if it is possible that TheSize=0, I have to write "if TheSize>0 then blockwrite(...);"

Is this the intended way? (Ok, that's not a big overhead, but it seems strange to me.)

What is the intended way (if it's somewhat different)?