I am looking for a simple example of building BlackFXOptionVolatilities where we feed tenor/delta/smile values from Bloomberg and build the surface using various interpolation schemes. I am reviewing documentation but I cannot find the component that would convert from deltas to strikes.
Is there any simple example I can look at? Many thanks!.

BlackFxOptionSmileVolatilities supports the volatility surface parametrised by deltas. The volatility class contains SmileDeltaTermStructure where the deltas are converted to strikes when volatility(time, strike, forward) method is called.

Examples are given in FxVolatilitySmileDataSet. The data set is used, for example, in the context of vanilla option pricing in BlackFxVanillaOptionProductPricerTest.

Smiles can be calibrated to ATM vols, smile strangles and risk reversals. InterpolatedStrikeSmileDeltaTermStructure, a subclass of SmileDeltaTermStructure, realises this by various methods. For example,

No, premium adjusted deltas are not supported. InterpolatedStrikeSmileDeltaTermStructure assumes that the input delta values should be unadjusted deltas.