Just when we got the cleu, we found a additional problem which we don't understand.
After modifying the DLL it didn't work and we discovered the cause.

If the property the object is asigned to has an asign method the memory-leak is active again. Even if the asign method doesn't do anything (as below).
BTW: an Acces Method doesn't seem to cause this memory-leak

The following code causes the dll to grow to 18 MB and gives bad performance.
However if you omit the _test_assign function the problem seems to be solved!?

FOR nTel = 1 TO 1000
x = CreateObject( 'mytextbox' )
y = CreateObject( 'mytextbox' )

x.Test = y
y.Test = x

x.Test = null
y.Test = null
x = null
y = null
ENDFOR

DEFINE CLASS mytextbox AS textbox
Test = null

FUNCTION _test_assign
LPARAMETERS vNewVal
This.Test = m.vNewVal
ENDFUNC
ENDDEFINE