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.