Can’t be done since the Lisbon treaty brings a lot of changes into the organization of the EU. A country could be left out of, say, an agreement on tax policies, but if you make changes in the organization of the executive branch of the EU and its powers, for instance, how could you have two different systems used at the same time?
Let’s assume the US constiitution is amended so that US switch to some kind of semi-parliamentary system where the president is elected by the houses instead of a popular vote. Except that Alabama disagree. How do you manage to have the two systems running at the same time just to make everybody happy? You have two POTUS, with different powers, two administrations in charge at the same time, two secretaries of state, two different sets of rules regarding the limitations of the powers of the federal government, the number of senators each state gets, etc…?