I was able to do this recently, from WT+ to CW, on the following itinerary, but it wasn't easy: Ewr-LHR-ARN and return. Only the LHR-EWR segment was available for MFU. I had telephoned the Executive Club in advance of the booking to make sure this was possible, and was assured that it was. I then went ahead and booked online, and called for the MFU. After one hour on the phone, I was told it would be done. I kept checking the booking and after about two weeks when the booking was still showing WT+, I called again. This time I was on the phone "only" about 20 minutes, and persuaded the agent to get a supervisor. The next day the booking showed CW on the LHR-EWR segment.
If you do a search on the BA website for "MFU", the following language will appear. I had to quote this to the agent:
"If I have a return ticket, can I choose to use Miles for Upgrade on a one-way basis only?
No, your whole itinerary must be upgraded.
The only exception to this would be, if you wanted to upgrade the entire journey but the higher class of travel was only available on one sector.
In this instance you would be allowed to upgrade on the one sector available and would be charged half of the BA Miles required for a return journey."
So, yes, it can be done; just be persistent.
Thanks. When you upgraded did they charge you a fraction of the miles that would be required EWR-ARN or did they charge you miles as though it was a standalone EWR-LHR flight?