I'm still researching this idea. I was performing some research on different brokers to see who could provide the best overnight swap / rollover rate for my long USDHKD carry trade (you can compare broker swap rates here).
It turned out IC Markets was the best broker, which was very fortunate for me (I trade mainly via IC Markets already).
I was also surprised to see that there were some brokers offering positive swap rates on the short side.
Essentially, what you can do is buy 1 lot and collect interest with one broker (e.g. IC Markets) and sell 1 lot and collect interest with another broker (e.g. Hirose Financial UK). Both positions are hedged against one another, protecting you from losses, while you collect interest from both positions.
Is this feasible? Other pairs also provide hedged carry-trade opportunities. For example, with the EURJPY, you can go long and collect 0.85 points per lot from OANDA, and go short and collect 0.3 points per lot from Alpari NZ.
I'll experiment with some demo accounts to see if this can really work.