Question

Do you consider Jim and Della to be heroic round characters?

Answer 1

Yes, they are.

Jim and Della are heroic because they embody the qualities of heroes and emulate the morals and characters of heroes, such as selflessness, concern for others' happiness, courage and sacrifice.

They sacrifice their most prized possessions for each others' happiness, a rare and very much heroic quality.

(This is about 'The Gift of the Magi', right? You haven't specified.) :)