This paper presents the Delphi methodology employed to select a final dashboard of 30 indicators on the socio-educative inclusion of refugee and migrant children in Europe. Firstly, a procedure for identifying Key Performance Indicators (KPIs) was carried out, including a specialized scientific literature review, the mapping of previous indicators, and qualitative workshops with key stakeholders at micro, meso, and macro levels in six countries. Then, a Delphi design was implemented to assess, rate, and provide meaningful qualitative improvements to a pool of pre-selected indicators. The Delphi methodology involved a group of international experts on the matters of inclusive education or migration, researchers, NGOs, and public officers. As an alternative to traditional "benchmark-based" consensus, we introduced the use of a) the CARA model and b) an alternative multi-input and mixed-method consensus-building procedure. The results provided a significant contribution to qualitative methods on the one hand and to migration and integration literature on the other. The methodological innovations, the diversity of experts' perspectives involved in the process, and the structured nature of the method constituted significant advantages to improve the robustness of the Delphi methodology for selecting and validating indicators. Future research involving a Delphi methodology can benefit from applying the present procedure.