Hi Kerstin,
there are only very few places in the delegations available through the "normal" application system.
I know that at least the delegations in the US call for direct applications three times a year. Some delegations post individual trainee places on their websites whenever there is an opening, others just call for open applications.
So I guess it really depends on the delegation how they handle things. The downside: as far as I have seen the traineeships in the delegations are unpaid.
Good luck!