Most FFPs allow one way, but you still pay the same mileage as for a return. For those that don't, you simply need to make a booking for a return and simply not fly the second (return) sector (which amountst to the same thing).

Remember, airlines want you to burn miles earlier rather than later since miles form a liability on the books. Allowing one way awards (other than at the same cost as a return) makes little business sense to them.