You can moderate Facebook comments on your website via the Facebook Comments Moderation Tool. Here's what you need:
1. Create a Facebook app ID and then, integrate the app to your OP site by following the below guide:
2. Go to Facebook Comments Moderation Tool page and then select the app name which you have used for integrating Facebook comments in your website.
3. You may also slightly change the standard restriction under Settings at the right hand side, beside Help.
If you wish to review comments before making them public, go to Settings >> Moderation Rules >> Moderation > tick Closed. Save when done.
Note: There are Facebook moderation settings that do not work in WordPress sites by default for some reasons. We recommend that you report the problems to the Facebook support for documentation and fix.