Yes. If you are on RFS (so within Europe) you best book it as singles for all sorts of reasons, unless there is a high chance of a total cancellation. If you are heading to North America then buying singles is likely to more expensive. So for these cases you can call up to book it. Alternatively book it from one of the two and ring up within 24 hours to swap over the incorrect leg, the latter won't have a service fee, but you would pay any fare difference (which should be very small between GLA and EDI).
Cheaper still may well involve starting from INV and ending in GLA/EDI.