I have had this happen before also... often when the reservoirs seem "tighter" than normal. Sometimes I think this happens because the plunger gets stuck in the reservoir, probably due to insufficient lubricant (I follow MM advice and distribute the lubricant by cycling a new reservoir a few times before filling it - but some reservoirs are still tight even after this procedure). It could also be due to variations in plunger/reservoir diameters. Many times when I suspect this is the cause, I will first disconnect the set (VERY important!) and then remove the reservoir from the pump and push about 20-40 units through manually to "reseat" the plunger. This seems to clear the problem about 80% of the time.
I know I probably don't need to repeat this, but for safety I will. Be sure if you perform this procedure you disconnect the infusion set from your body first. You don't want to accidentally push 20-40 units of insulin into yourself, or you will have much bigger problems than a no delivery alarm! Also, don't forget to re-prime the pump 5 units once you put the reservoir back into the pump.
You could then retest the reservoir by leaving the set disconnected and priming a few units (probably at least 10 units) and see if you get another "no delivery" alarm. If I get a another alarm after this procedure I will just go ahead and replace everything.