I talked with our product team about that and it seems that the work is in progress! Once I know more I will reopen the topic and let you know about that!
That was Jan 2020… when is this feature coming, as without delegation being available, the only focus that Auth0 seem to have is single client->api architectures, but in the real world we live with more than 1 api in more than 1 layer, so any kind of propertly supported delegation of users would be appreciated.