OK yes I see. It seems difficult because a musig aggregated key is not a linear sum, to avoid the possibility that less than N can forge a full signature using key subtraction attacks. Constructing the key is an interactive process that produces an unpredictable final key, by design.

Perhaps you can attach a proof of knowledge of each "key portion" works though: you distribute secret keys x1, x2 and x3 such that x1 + x2 + x3 =x, your key. Then when they go through the signing process they add a signature over their key portion at the start. This prevents them from doing key subtraction to forge with < N parties. Then they can go through the normal process of 3 round MuSig - commit to their R portion, then reveal their R, then the final signature on P is the sum of the signatures on P1, P2, P3. Two obvious problems stand out: they can collude to extract your full key; usually that is not acceptable. And of course the fact that signing becomes interactive.

Overall it doesn't seem very practical, and heck, don't even quote me that it's possible or sound, I'm not sure. Even with the massive caveats above. Various kinds of delegation or setup with the initial key, whether using existing FROST or MuSig, feel like they make for a sounder approach.