I'm unable to directly test and verify that CFexpress is supported by iOS. That said, it doesn't hurt to try - but you'll need the correct hardware to do so...
To reliably connect USB storage devices to iPhone, you must use an Apple Lightning to USB 3 Camera Adapter:
https://store.apple.com/xc/product/MK0W2ZM/A
Don’t be confused by the name of this Adapter - as it is the key to connecting many USB devices to your iPad. The adapter incorporates the essential USB Controller/Root Hub that interfaces USB accessories to your iPad’s Lightning port.
In addition to a USB Type-A port to connect USB accessories, the Adapter includes a Lightning pass-through power connection to which you connect your iPhone's Power Adapter - this providing additional power for connected USB devices.
More information can be found in the iPhone User Guide - along with other frequently overlooked information about your iPhone and iOS:
Connect external storage devices to iPhone – Apple Support
To be recognised by iOS, the attached USB storage device must be formatted to FAT, FAT32, exFAT, APFS or HFS+ with a single partition. Microsoft NTFS and other proprietary device formatting are not supported. Formatting and partitioning, if required, may need to be performed using a separate computer.