I did precisely this a few days ago - ATH/LHR/JFK.

I used the various tools to locate flights with availability then booked the flight using the Expedia booking engine. This allowed me to pick each leg individually so I could fly into LHR on Weds evening and out again Thursday morning. Expedia recognised this as a zero-cost stopover (less than 24 hours) and priced accordingly.

Once I'd booked the ATH/LHR/JFK JFK/LHR/ATH return, I then used BA.com to book a cheapy return LHR/ATH so I can do a back-to-back flight on the Wednesday to pick up my ATH/LHR starting sector.

I actually upgraded my outbound flight on BA to CE as the deal was so good and it was worth it to get the Tier Points.

I am in a slight dilemma about discarding the final LHR/ATH segment as this would be the flight I need to get me into Gold EC. I suspect I'll decide to take it as it's too good an opportunity to pass up. Then I have to face a return flight from ATH in Euro Traveller (yuck) but I guess there's a chance the may U**** me. If not I'll lump it just to get into Gold EC.

Hope this helps.