I've done it before with STAR RTW tickets having different segments credited to LH Miles and More, Mileage Plus and SK Eurobonus. I've never had any problem changing the airline that I'm having points credited to at check-in for a flight.
On another note its just been posted that BA Executive Club has joined the bonus promotion - AAAAAGGHHHHHH, how is my Machiavellian mind supposed to work its way around this. I suppose it makes it likely that CP and ?IB are going to do the same. How does 700000 points from one ticket sound????