You should ask Delta if they will split your booking into separate flights. This will allow EUA to run on each segment individually. You'll also probably earn some extra miles as right now you will only earn miles for PHX-PBI direct.
I have no clue if DL allows this though. Generally speaking, NW will not do this. And if they do they will usually charge you the extra segment taxes for landing/taking off in ATL.
It's worth a shot. But you need V class available all the way through to receive an upgrade. It's one of the many downsides of "direct" flights.
-RM