It's absolutely possible, sure. When I rebuild ProTank heads, I wrap the coil on a relatively thick paperclip, then mount it with the paperclip still in the coil. That way, when I'm adjusting everything the
coils stay in place. After I've got the rubber piece and the bottom pin installed, I draw out the paperclip and use a sewing needle to pull
through enough strands of cheesecloth to "fill" the
coils.
Personally I use silica for the flavor wick, but you can use cheesecloth for it, too.
OH! And don't forget to check your resistance, and of course don't fire it without the cheesecloth wick completely saturated or you'll cook it =) Learned that lesson the hard way.