I think it is possible, but you will have problems with tissue adherence to the glass slide. If the tissue is still in ethanol, I would immerse a 1x1x0,5 cm piece in liquid OCT for an hour at RT. And then freeze it in the cryostat. use adhesive slides, maybe airdrying after sectioning for a better adherence.
This is possible– you just have to gradually rehydrate the sample, then cryoprotect it as you normally would prior to freezing.
For example, if the tissue is in 70% EtOH, bring gradually to distilled water (at least an hour in each step) then equilibrate in your cryoprotectant (e.g., 10% sucrose) until it sinks. Then freeze and section as usual. Due to dehydration-rehydration artifact, the morphology may not be as good, and of course this takes more time.
If you try to move it directly from ethanol into OCT and the center of the block is not rehydrated, the ethanol will inhibit freezing and you will have poor or no support in the center of the sample.
If this is about EM please think about cryoFIB s an alternative, even smart focused fibbing is possible if correlative microscopy is of interest. Thomas