Delia's is definitely open pre-match.

The only time I've ever been there was on my birthday though. It was about ?30 a head for two courses, I think.
Dunno about The Gunn Club, but I know they do offers for Season Ticket holders in Yellows, but it's very busy and pub-like.
The website doesn't seem to help much, and only seems to be offering hospitality online for the friendlies, but I suppose prices for Watford might appear here:

Posted By: Garry Brooke, Jul 21, 12:38:03