+1 to Eryk.

> Hence my newbie questions are:

1) What problem are you trying to solve by this "unlinking trick"?

Same to TempoaryFile in Unix.

2) Do we need to have a separate issue raised for this problem?

I don't think so. We didn't unlink because wi didn't have separate implementation for TemporaryFile and NamedTemporaryFile.
When we have two implementations for them, it is straightforward and natural to use unlink trick.

3) Is this "unlinking trick" using some documented features of Windows? (will it not stop working after some Windows patch)?

I am not sure. But it is "POSIX function" in windows. I believe MS won't break compatibility.

4) Will we need to create separate unit tests for this issue?

We already have tests for TemporaryFile.

5) Do we also need to reach a consensus on implementing of this "unlinking trick"?

If anyone against it. But I think Eryk's proposal is the most reasonable.