Can you not use BA Award miles for flights on Emirates?
If so then perhaps you could do add in a CAI-DXB segment on Emirates making the award ticket a roundtrip to DXB with a stopover in CAI on the way out. This is probably a slightly more expensive award ticket but might work.
USA-CAI (BA award)
CAI-LHR-XXX-LHR-CAI (OWE)
CAI-DXB-USA (BA First Award ticket)
[This message has been edited by christep (edited 05-20-2003).]