It seems to me a priest can join a tertiary order. I think St. Pius X was a member of the Third Order of Penance that is a Franciscan order. I found out that St. John Vianney was in the Third Order of St. Francis indeed, even though he was a diocesan priest.

From http://www.medj1.com/ars.htm :

(The above link does not work actually, and so try first clicking this link: http://www.google.com/search?hl=en&rls=com.microsoft%3Aen-us%3AIE-SearchBox&rlz=1I7SPDA&q=St.+John+Vianney+third+order and then click on the first search link to view the webpage source from which I took the following quote.)

"John Vianney also had a great devotion to St. Francis of Assisi and, though a diocesan priest, he became a Third Order Franciscan because of his love for the poor. Today a Franciscan friary has been built on the parish grounds and the friars now say the Masses and hear the confessions of pilgrims at Ars."

What do you mean? Are you asking about those who switch religious orders?

I imagine a Jesuit could not be a Third Order Franciscan at the same time as being a Jesuit. He would have to be one or the other.