KEF is not a CBP Preclearance airport, and so -- absent the very rare mess-ups by the airline/airport/CBP -- there will always be a re-clearing of security on arrival to the US when coming in from KEF.

When traveling into the US from airports without CBP -preclearance, at some US airports of entry there are intra-terminal flight transfers where it is possible to get between the international arrival flight and onward flights without necessarily going land-side at the US airport terminals. And MSP is such an airport, for some intra-terminal transfer. But in these cases too, whether going via the transfer/transit security routes or going into the general public area before heading to clear the land-side general passenger security screening checkpoints, a passenger re-screening at the US airport is required.

If the thread-starting member was doing KEF-MSP-___ all on Delta, there is a transit security path available at MSP Terminal 1 right after clearing the baggage thru customs; and this means there is a way to avoid going out land-side (into the general public area) at MSP.

But the thread-staring member is coming into MSP on Icelandair and continuing onto Delta. And this means an inter-terminal transfer between Humphrey/Terminal 2 and Lindbergh/Terminal 1. So this Icelandair arriving passenger will:

1. clear passport control, collect any checked luggage, and clear customs at Humphrey/Terminal 2;
2. exit into the general public area land-side at Humphrey/Terminal 2;
3. go outside and head land-side over to Lindbergh/Terminal 1 (typically using the tram/iight rail type connection);
4. do the post-US-arrival passenger security screening at the the land-side general passenger screening checkpoints at Lindbergh/Terminal 1.