I do, frequently. The only down side is I was used to putting about 6 gallons into my primary and then leaving a little with the trub at the bottom, you lose a little more of your finished volume if you do a secondary in a keg as they don't hold 6 gallons.
I use the fermentation lids on mine, not sure how to do it otherwise, maybe you can make your own. That is sort of a down side I suppose, the lids are currently on sale for 10 bucks, but if you are crafty you vcan maybe diy your own with some lids that have bad pressure valves....
google corny keg fermentation lid, the first link has a good price on the type I use. I am sure a vendor here also sells them if you look around.