When I did this (small sample size of one) it was a challenge. I was booked on a DL coded, AF operated flight in W. DL W generally = AF A which is not upgradeable with SkyMiles.
After four calls I found an agent who was willing to recode the DL segment to an AF segment and keep the W fare class. It then cost 15,000 miles each way for the upgrade to AF J (O class).
If you can book the AF flight in either AF W or AF S it will be a lot easier to get the upgrade processed (and won't require an agent to bend the rules).
Thanks much. I haven't done this in over a year or so (since DL went all flat beds to CDG), but recall it was painful.
AF W is usually hundreds more than AF A, but worth checking again.