I booked one PNR flying Iberia MAD-PMI-BCN-BIO in C class. I didn't pre-register a FF number. I gave a different one at check-in for each flight. All were posted correctly.

However:
(1) I should have booked in Y class and saved £30. There is absolutely no benefit to flying business on these Iberia domestic flights.
(2) Although my Iberia BCN-BIO flight connected with a BA BIO-LHR flight, Iberia could not do a through check-in, contrary to what OneWorld claim. In fact, the solitary woman at the Iberia customer services desk where I went to complain could not even speak English (which is supposed to be a requirement for customer-facing staff in Spain). I had to walk to the BA terminal at BCN in order to do the check-in for my flight out of BIO.