Yes this is possible, I have performed this myself, but there are a few things to consider. First of all far westerns tend to work best when the protein interactions you are looking for are of high affinity. Secondly this works best if you overexpress your probing protein in a cell line such as HEK293T, this way you will have a lot more protein probe available and can express it with a tag. Thirdly the bait protein also works well if overexpressed in HEK293T with a different tag than the probe. I have had success with His tags and Fc tags.
I can send you a more detailed protocol if you require