Yes, they can be e-filed separately. As long as the federal tax return has been e-filed and Accepted by the IRS.
In the File section of the program you would need to indicate which state return was to be e-filed and then indicate the other state return is to be mailed. That just prevents the other return from being e-filed. Later when you need to e-fie the other state return you can change it to e-file and the change the return that has already been filed to file by mail, this just prevents the first state return that you already e-filed from being e-filed again, preventing a rejected return.
