Hi,
Unfortunatly no, because an action is not a MonoBehavior it doesn't implement the internal necessary apis for coroutine to be executed and handled properly.
Typically, either you create your custom coroutine system ( like you would when creating editor windows and tools, which also lack coroutines), or you save the Ienumerator of the function you want to "coroute" and handle it manually.
Bye,
Jean