Yes a few times, as mswadley says the VS call centre can easily book these for you. My main advice would be to check the flights on the VX site beforehand so you know what you are telling the agent to book and also keep an eye out for any sales, as well as which fare codes these sales pertain to - if VX First is your preferred cabin, for some reason the First fare codes are in the J category as opposed to A and F as they used to be... some of the VS staff aren't aware of the change so it may seem like there is no F availability or they may quote some massively inflated J fares when the cheaper I fare is available.
When checking in for your return, also just be advised not to listen to any of the VX ground staff BS that they cannot check your bags through to final destination on the VS connection. They can and if you do run into any difficulty ask to speak with the check-in manager, show them that you are on one ticket and ask them to check your bags all the way through - I sadly ran into this issue at LAS last month.
When your flight is over, you will also need to call up the VS FC line to have the TPs and miles credited. For some reason when booking VX connections through VS they don't automatically credit to your account, similar to reward upgrades.
Sounds like a lot of hassle, but I do love
flying VXHappy planning
