I do it pretty often ^^ I tend to buy a lot of brand items that don't really look lolita, so it's easy to work them into non-lolita outfits. This cardigan, for instance, is from Meta and I wear it with jeans often since it's too long to wear with most lolita. This skirt and this salopette are shorter than traditional lolita fare and lack a full skirt, but they look really cute in casual outfits and when worn with engineer boots and a biker jacket ^^
As for more "traditional" items, I think with the right coordination it's pretty easy to make them work for different styles. I recently did a dolly-kei coordinate with a BTSSB dress and I've also managed to shoehorn lolita dresses into related styles like otome. I think, even, with the right coordination, it's easy to make a skirt in a more subdued color work really well as a business casual piece. The shape can sometimes make it feel like your options are limited but lolita clothes actually work pretty well for a variety of occasions.
I have a Baby jsk and an ETC jsk that I wear all the time with just a plain cardigan and flats for school. Brand's expensive, you might as well get your moneys worth and wear it as often as possible smile
If I ever have a business-casual level dress event to go to (e.g. art show, play, something like that), I usually have some Innocent World in my outfit. Without the petticoat, this one particular dress I have still looks nice, and I really like that sort of style.