I think most places it is not a problem to separate checks (in fact, I can't think of anywhere where it is a problem). I would mention it prior to ordering so that it is easier for the waiter/waitress to keep them separate as you are ordering, rather than going back and trying to separate after the fact. The only time I know of where you can not separate checks is if you are using the Tables in Wonderland for a discount for everyone in the party, but it doesn't sound like that applies in your situation.