The scenic route i believe you are looking for is the is the Bernina Pass route. The best place on Lake Como to get to it is Varenna, which has hourly trains from Milan. Those trains continue to Tirano, where you can get Swiss trains to Chur. The regular trains go every hour and may require a connection or two along the way. The Bernina Express trains go a couple of times each day are direct and have panoramic viewing cars, but there is a required seat reservation fee of 30 CHF if I remember rightly.
You can also get the Bernina Express from Lugano with a once daily bus that connects to the Bernina Express in Tirano.
Info at https://tickets.rhb.ch/en/pages/bernina-express
If you stop for lunch in St Moritz, you lose the seat reservation, and will then have to continue to Chur on regular trains, which are direct from St Moritz. The Bernina Express trains offer full lunch options served at your seat.
For regular trains, info at www.sbb.ch/en and put in via "Tirano" to get the right trains from Varenna.
When you use rail planners, they will always show the fastest route. For scenic routes, which are slower, you have to put in "via" points along the way to tweak the planner.