Absolutely, we do it all the time. We make sure the local relay at the site has sufficient space to accommodate the downloads. Then we run an action with pre-fetches only targeting the relay in the remote site. We verify that the clients are using the appropriate local relay, then when we run the real full baseline on them a few days later, everything is local, so it runs fast.
We also like to combine this strategy with throttling so that large packages can trickle to remote locations over several days without adversely impacting the WAN connection.