HI Carla, 

Yes thats entirely feasible. I have pre processed it in SPM and then loaded the results onto CONN. Basically you have to manually put in segmented grey matter/ white matter/ CSF/ other ROIs you would like. You will also have to put in the realignment parameters text files in the covariates. Specify you condition as rest. It would not pre process again and move on straight to 1st and 2nd level analysis. 

Cheers, 

Swati