Facebook has a feature called "Wall-to-Wall" that enables readers to track a conversation between two friends without having to view each of their individual walls (which would be annoying). The only caveat is that the reader would have to be a friend with both users (that is both users' privacy settings must allow for it).
To create a Wall-to-Wall conversation, always use the "Wall-to-Wall" link when responding to a post as (see image).
Do the same when creating a new post on somebody else's wall:
Have fun!