This is my second question about this, im having some troubles with this >.<
Well, I just want to create a limited number of threads (in this case, I want 10 thre
DoSomeJob() and block until ready from the main thread, there is a caveat. If your worker threads are synchronizing with the main thread, there is a dead-lock situation with aCounter.WaitFor and TThread.Synchronize().I am assuming that this is what is happening to you, guessing here.
There is a way to handle that as I will show in this answer.
OTL threading framework instead. Here is an example where the main thread can wait for DoSomeJob() in a safe manner.
An anonymous thread is created to wait for the aCounter to signal.
This example uses a TMemo and a TButton. Just create a form with these components and connect the button OnClick event to the ButtonClick method. 
unit Unit1;
interface
uses
  Winapi.Windows, Winapi.Messages, System.SysUtils, System.Variants,
  System.Classes, Vcl.Graphics,
  Vcl.Controls, Vcl.Forms, Vcl.Dialogs, Vcl.StdCtrls;
type
  TForm1 = class(TForm)
    Button1: TButton;
    Memo1: TMemo;
    procedure Button1Click(Sender: TObject);
  private
    { Private declarations }
    procedure DoSomeJob( myListItems : TStringList);
  public
    { Public declarations }
  end;
var
  Form1: TForm1;
implementation
{$R *.dfm}
uses
  SyncObjs, Generics.Collections;
{- Include TMyConsumerItem class here }
procedure TForm1.Button1Click(Sender: TObject);
var
  aList : TStringList;
  i : Integer;
begin
  aList := TStringList.Create;
  Screen.Cursor := crHourGlass;
  try
    for i := 1 to 20 do aList.Add(IntToStr(i));
    DoSomeJob(aList);
  finally
    aList.Free;
    Screen.Cursor := crDefault;
  end;
end;
procedure TForm1.DoSomeJob(myListItems: TStringList);
const
  cThreadCount = 10;
  cMyQueueDepth = 100;
var
  i: Integer;
  aQueue: TThreadedQueue;
  aCounter: TCountDownEvent;
  function CaptureJob(const aString: string): TProc;
  begin
    Result :=
      procedure
      var
        i,j : Integer;
      begin
        // Do some job with aString
        for i := 0 to 1000000 do
          j := i;
        // Report status to main thread
        TThread.Synchronize(nil,
          procedure
          begin
            Memo1.Lines.Add('Job with:'+aString+' done.');
          end
        );
      end;
  end;
var
  aThread : TThread;
begin
  aQueue := TThreadedQueue.Create(cMyQueueDepth);
  aCounter := TCountDownEvent.Create(cThreadCount);
  try
    for i := 1 to cThreadCount do
      TMyConsumerItem.Create(aQueue, aCounter);
    for i := 0 to myListItems.Count - 1 do
    begin
      aQueue.PushItem(CaptureJob(myListItems[i]));
    end;
    // Kill the worker threads
    for i := 1 to cThreadCount do
      aQueue.PushItem(nil);
  finally
    // Since the worker threads synchronizes with the main thread,
    // we must wait for them in another thread.
    aThread := TThread.CreateAnonymousThread(
      procedure
      begin
        aCounter.WaitFor; // Wait for threads to finish
        aCounter.Free;
        aQueue.Free;
      end
    );
    aThread.FreeOnTerminate := false;
    aThread.Start;
    aThread.WaitFor;  // Safe to wait for the anonymous thread
    aThread.Free;
  end;
end;
end.