If I were to plug an expression pedal into a delay pedal, which aspect of the delay would I be "expressing" when I moved my foot back and forth?
Can't say I've ever heard of a delay expression pedal. Maybe the volume of the wet signal?
It depends on the delay. Some delays are programmable and will let you use an expression pedal to control virtually any relevant parameter. Some won't even let you connect an expression pedal. Look into the manual of any delay your considering (most should be available online) and you should be able to find the specifics pertaining to which specific delays you are wanting more information on.