In this manuscript, we study optimal control problems for stochastic delay differential equations using the dynamic programming approach in Hilbert spaces via viscosity solutions of the associated Hamilton-Jacobi-Bellman equations. We show how to use the partial $C^{1,α}$-regularity of the value function established in \cite{defeo_federico_swiech} to obtain optimal feedback controls. The main result of the paper is a verification theorem which provides a sufficient condition for optimality using the value function. We then discuss its applicability to the construction of optimal feedback controls. We provide an application to stochastic optimal advertising problems.