Yes, the key on a mileage run is to find an agent who can understand what you are doing and is willing to humor your need to not get to your destination as directly as possilble. I have always tried to be very matter of fact in what I am trying to do while being as friendly and polite as possible. I always repeatedly apologize for any inconvenience I may cause as he or she is trying to help me maximize my routing. It also helps if you can tell them what alternate routings may be available, in other if you are polite, friendly and honest in your intentions, you should almost always get what you are asking for if it is reasonable.
I have had misconnects on several occassions on NW, DL & CO so far, and have never not had an agent willing to put me on my requested re-routing if it was do-able.