AWS Cognito Token Delegation

I’m using AWS Cognito User Pools with API Gateway and Lambda.
I would like to use the Cognito User pools federated identity providers to use Auth0 as the IdP. Adding user pool sign-in through a third party - Amazon Cognito

The question I have is if I setup a SAML IdP in my Cognito user pool how do I get a common cognito token which I can use for all API gateway requests. The auth0 /delegation endpoint only seems to support IAM.