No, you need to be on that class to get EXP for that class. Everything you do on Rogue will exp your Rogue, everything you do on Pugilist will exp your pugilist. I recommend using Hunting logs and FATEs for quick subclass exp. Remember you will want to take your subclasses higher than the unlock requirements for cross-class abilities (check job guides to see what you'll need for your DRG and NIN)!