Economy Delight is equivalent to Delta Comfort + in that you get some extra legroom, priority boarding, and also premium check-in at the Virgin counter.

You'd have to call up DL again and (hope) you get a good helpful agent and tell them you want to split off those two tickets onto a separate PNR, and inquire what the cost would be to upgrade to premium. I don't think you can use DL skymiles to upgrade a Virgin operated flight so would have to be cash - basically rebooking the ticket into the premium cabin from their current tickets.