Yes, you should be able to select comfort plus seats after you've booked and pay delta directly for it. If that doesn't work you can always cancel the booking with Amex within 24 hours but I see no reason why this won't work.

Amex does offer the option to book Premium economy as well. Also after you've selected your flights in economy, Amex will show you options to upgrade to other fare types including economy refundable, comfort plus, and comfort plus refundable among others for more $$/ points.