We contribute to the perturbation theory of nonlinear eigenvalue problems in three ways. First, we extend the formula for the sensitivity of a simple eigenvalue with respect to a variation of a parameter to the case of multiple nonsemisimple eigenvalues, thereby providing an explicit expression for the leading coefficients of the Puiseux series of the emanating branches of eigenvalues. Second, for a broad class of delay eigenvalue problems, the connection between the finite- dimensional nonlinear eigenvalue problem and an associated infinite-dimensional linear eigenvalue problem is emphasized in the developed perturbation theory. Finally, in contrast to existing work on analyzing multiple eigenvalues of delay systems, we develop all theory in a matrix framework, i.e., without reduction of a problem to the analysis of a scalar characteristic quasi-polynomial.