Can I change my Apple ID on just one of my phones

No. If you change the primary email used to login to your AppleID then you’ll have to use that login email on all devices using that AppleID.

See -> Change your Apple ID - Apple Support

If you meant you’d like to use a completely different AppleID on one device, that is easy. get another email address and make the AppleID. Then sign out the current one and sign in with the new one. If you use the new one with just iCloud, FaceTime and messaging then you can use the current one in the App, Music and Book stores so your purchases won’t be altered. Purchases are permanently tied to the AppleID used when purchasing.

Apple ID - create a new.      

Apple ID – Create         

Family Sharing.         

Family Sharing - Set up.        

When changing to the new ID, there may be some data loss, but you can minimize it. If syncing photos with iCloud, ensure Optimization is turned off in Settings/Your Name/iCloud/Photos and/or in Photos/Preferences/iCloud. Then make sure full resolution photos are on the device/computer. When signing out of iCloud, if asked whether you want to retain data, choose yes. Messages conversations will be lost if they are addressed to the ID. See the article below for other places that the old ID should be removed. See Winston Churchill's response in the below discussion. Also set up Family Sharing between the IDs to keep access to your apps/purchases. 

How to switch Apple IDs on your iPhone or iPad.      

How to transfer all files from one iCloud account to another.        

What to do after you change your Apple ID or password - Apple Support.