There is no way to "connect" separate PNRs, but what would be the significance of it? When you OLCI you can easily do that together by starting with one PNR and adding the 2nd passenger, that's what I usually do as very often me and Mrs. Ditto are on separate PNRs, we even once both got an op-up (and at the time I was gold on a relatively expensive fare bucket, she had no status and on an award ticket)
If you really want to book the tickets together, have you looked at the 'cash and miles' option? Maybe this way you could have enough miles for both tickets.