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Suppose I have example.com and the nameserver I'm using is the one from the hosting server where I'm hosting the main site, say mainhosting.com.

Now suppose I add a new subdomain e.g. bla.example.com which I'm hosting somewhere else, say at subhosting.org.

This typically requires editting the DNS settings at mainhosting.com, adding an A record for bla.example.com to resolve to the webserver's IP address at subhosting.org.

Is it also possible to set things up so bla.example.com (but only the subdomain, not the entire example.com domain) is using subhosting.org's nameserver instead? So whenever the IP address for subhosting.org's webserverver changes, it can be updated automatically.

I mean the webhoster at subhosting.org can typically update any relevant DNS settings for their own webservers automatically, but obviously this doesn't work when I'm using an external nameserver (and thus the DNS records are configured externally).

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In short no.

Your TLD records have to be on the same nameserver. The DNS lookup first tries to find your main domain - then gets the records in order to determine what to do with the request. It's only after this it processes the subdomain. You can direct different subdomains to different IPs (servers) but you can't force a client to keep looking at name servers for additional records. The client will take the first it finds.

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    What's stopping you from creating NS records for the subdomain bla in the DNS zone at mainhosting.com that point to subhosting.coms nameservers (apart from the fact that many high-level DNS control panels don't actually allow you to do this)? See this answer on ServerFault. – MrWhite Jun 2 '16 at 18:52

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