Hello.

I did it a couple of times and no later than last week on two domestic segments.
BOD-CDG and CDG-MRS on two separated PNR

Once at the counter, I just told the agent that I was connecting to MRS and she found my reservation probably using my FB number as I did not have to show her my BP for the next flight.

Once linked, she printed me a new BP showing those two segments et voila!