I've had a lot of trouble this year switching my FF number from BA to AA (although for awhile last year it worked well)--Finnair did not work, and lounge/checkin agent did not work, even though my AAdvantage number printed on the BP. Only reliable method I've found is to call BA Reservations line beforehand and have them switch it.
It IS possible to switch after the flight, but it can be a cumbersome process.