I like your suggestions, yes! Day one is great and can work by all means.
Bear in mind that after wine tasting in day two, you will have a good 3 hours driving to Delfi so you have to decide who is not joining ;-) If I understand correct, you are going to rent a car, so you need to plan carefully the wine tasting session (this is why I put in the first day, so you arrive in Nafplio and can rest afterwards).
Day three is OK too. Driving from Delfi to Thermopylae and then Athens is a good 5-6 hours including the stop to Thermopylae. There is a really nice information center there plus Leonidas statue AND the hot springs (not to be missed while there if you want my personal opinion). If you wake up in Delfi and start early, you will be done in 3 hours max. So, think about Thermopylae or not.
Must do in Nafplio is make it to Palamidi fortress and check the city from above (either walking up the 800+ stairs or simply get a taxi) try gelato in the town and if you have time, sail in the gulf. You can also walk around Akronafplia. Also, try to check the bullet on the wall in Agios Spyridon church where the first governor of Greece was assassinated. Strolling around the old town in the evening is lovely, it is a vibrant place. Nafplio is also famous for the worry beads museum and market (or komboloi in Greek).
Lots of wineries in Nemea, as I mentioned, it's the biggest wine country. My top picks are: Giannikos Winery, Domaine Skouras & Semeli Estate. But any winery in the area will not dissapoint you.
Great itinerary though, I love it! Well spent 3 days in Peloponnese and Delfi.
Enjoy Greece!