Most of the permission issues are caused by the incompatiblities between CYGWIN libraries and Windows ACL. I recommend you use the Windows "Administrator" account to run DeltaCopy service. This way every backup file will be owned by the Administrator and you will be able to access it logging in as the admin.
I have the same issue, and I DO run the DeltaCopy server as Administrator (I just double-checked). Being the only user on my laptop, I run my desktop as Administrator as well. So... there should be no issues, right? But I get "Access is denied." for every file/folder on the backup drive. It would probably work fine on restore, but I want to make sure I'm doing everything right.