Hello,
Those small squares are called glyphs in computer graphics lingo. They are rendered like little billboards (refer to how Doom monsters were rendered). Hence, they can be occluded by intervening geometry which is the expected behavior.
To change the default behavior, you can, for exemple, disable depth testing for them (see this: rendering 3d elements on top - Web - VTK) or add points’ actor (called pointActor in the Delaunay2 example) to a second foreground renderer (see this: Draw an actor always on top of the secene. - Support - VTK). A third solution may involve customizing the shaders of the points’ vtkPolyDataMapper.
best,
PC