Can you file a Vat Return for 1 month only?

Client registered for VAT with effect from 1/3/12. First Return is to be made for the period ended 30/4/12 and then quartery. Year end is 31/3/12

Client wants to make the vat quarter coterminous with the Year end. 

Would HMRC allow the first Vat Return to be filed for March 12 only and then quarterly thereafter? Or would they instead change it such that the first return would be from March 12 to June 12?

Thanks for your advice.