Through check only possible if both PNR are aegean flights/metal.
I have been able to benefit from doing this for years at London Heathrow plus on any return flights from different greek airports.
Sometimes (25% of time) the Heathrow staff dont know how to do. In that case I have had to (gently) encourage them to ask a colleague who can usually fix any issues with one click of a button.
its never an issue when you ask in greek airports. Aegean staff who know their system well.