The obvious routing would be to fly nonstop to AMS or CDG on DL (or AF/KLM but the DL operated TATL flights from MSP use better aircraft) and then connect to ATH on AF/KLM. On the return, this has the advantage of going through customs and immigration at MSP, so no worries about processing delays causing missed connections.

Alternatively on DL, check whether there's a one stop connection through ATL or JFK for this year's summer season.

You have to decide yourself about the tradeoff between convenience and saving some money with a more convoluted routed.