I am pretty sure that this is possible on CX.
Example was that my wife and I booked flights using Asia Miles (both typical round trips and OW multi-sector awards), and then we bought tickets for our kids. When the TA processed the bookings for the kids, we gave her our booking reference which she entered into the kids bookings.
A few days later, we called MPC which was able to confirm that they can see the bookings as linked. (This was late 2016 or early 2017).
Happy travels!