Is it possible to earn mileage on different airline programs on different segments of the same ticket?

I will be travelling LHR to HKG and back again with CX on economy light (M) outbound and premium economy (E) return. M earn is only 25% on BA Avios but it's showing as 100% (I think) on CX Asia Miles. There's not much of a difference for E. Would it be possible to earn Asia Miles on the outbound, but then switch to Avios for the return? I prefer earning Avios but not so much that I'd pick the 75% markdown.