Chaval coat lining

I'm making the coat. My fabric is fairly heavy and thick. I'm at the point of adding the collar, and the directions tell me to add the collar to the coat, and the collar lining to the lining, and then bag the whole thing. I'm wondering if I can't construct the collar, sew it to the coat, and then "bag" the lining. The last jacket I sewed was done in this manner. Any thoughts? Thanks, Sue