It can be done. We visited over new year and used SkyMiles to book the trip on Delta’s website. We flew Air France from ATL-CDG-MLE. The return was the reverse but with a stop in CMB on the return. We booked as one way flights. Each way was 45,000 SkyMiles per ticket in economy.
Book as one ways as they become available. Also I recommend searching just MLE-CDG and reverse legs