The answer is yes.
First, in your BW system, set up the RSBBS transaction as shown:
Click on assignment details:
You can see the document number is passed
Above I am using the BEx query with a simple crosstab
At run time, right click to get the context menu, select Jump To, Document Display
Now I am shown the document in ERP.
See video recording on YouTube:
Will you use this? I confess in a prior job, I set up a great many drill down to ERP transactions from Web Application Designer, only to find out our users were not using it.