We don't allow this right now, for reasons related to simplifying the tracking of mission mechanics.

We may change things to work that way, though. But it isn't currently a peak priority.

There used to be a bug that made this happen with Advanced Combat Practice. It wasn't cool... :(

What you can do is combine the dentek/X core collector missions with combat practice. Check out the core requirements (e.g. 5 artemis cores), take the combat mission, collect the cores while gathering points for the combat mission, and once you have enough cores stop the combat mission, head to the station, get the core collector mission, load the cores, undock, dock, and mission completed.