Should not be a problem as long as you follow the ticketing rules. I did this a lot several years ago when I was traveling extensively to/from and within Asia, so I sort based myself out of BKK and ICN where I was able to scarf up relatively inexpensive business class tickets with very low or even no change fees.

I suggest avoiding nested tickets, at least on the same airline. You might be able to pull this off once in a while, but done too often, they might notice and take action.