program MyApp;

{$APPTYPE CONSOLE}

uses
  ExtCtrls;
type
  TSomeObj = class
     class procedure MyProc(Sender:TObject);
  end;
var
  Timer: TTimer;

class procedure TSomeObj.MyProc(Sender: TObject);
begin
  {}
end;

begin
  Timer := TTimer.Create(nil);
//  Timer.OnTimer := MyAppOnTimer; //вот здесь ошибка.
  Timer.OnTimer := TSomeObj.MyProc;
end;