For Raspberry Pi zero, 1 and 3:
I don't use components for such things, but classes. I prefer Synapse 4.1 because of its speed and stability. It also has a much smaller footprint than Indy, which is good on e.g. a pi zero W or pi 1.
Though I tend to use fcl-web more and more, because it is getting better and better, also supports secure connecions by now and is in the standard fpc distribution. It is also lightweight and stable.
Indy is also a good solution, but rather heavy and can be much slower than synapse. Furthermore I experienced so many difficulties with Indy on Delphi in the past that I still hate to use or recommend it.
But I have heard that things are much better now,
Note fcl-web is a perfect lightweight server solution for creating dynamic pages in all pure pascal. To create content, use e.g. the fptemplate features and maybe an sqldb,+ BufDataset but also have a look at the recent pas2js: already very, very usable and also works with node.js.
fcl-web:
pi@thaddy_rpi3_1:~/fpc311/packages/fcl-web/examples/httpserver $ ls -l
total 424
-rwxr-xr-x 1 pi pi 318208 Dec 26 09:20 simplehttpserver
So a simple server is just 300K on the Raspberry Pi.