Are you trying to provision a second Oracle XE vdb? If so, remember that Oracle XE only supports one instance. That may be why the provisioning error fails as the Delphix user.
As for the error message with oracle, you can do one of two things:
1) ssh into the linuxtarget as delphix and chmod 777 /mnt/provision to give anyone the ability to mount it
-or-
2) You can change the mount directory to /u02/oracle in the VDB wizard as oracle has permissions to write there.