As K Mac says it's entirely possible but it takes the 2 FFL's working with you to get it done.
Not all of them want to play along when they are simply the middle man in a transfer like this.
They receive it,,log it in,,call the new owner to come get it and when they arrive do the 4473/NICS and out the door it goes.
A small shop or one man operation would most likely do what you're asking w/o loosing track of the request. More so than some place like a Cabellas type of operation,,maybe not, just using them as an example.
If you do have to have your gun shipped back to your FFL because of a refusal at the other end of the transaction, or the other half of the trade doesn't show,,ect, you will have to 'buy' back your own gun in a manner of speaking from your FFL with all the paper work of a regular transaction/transfer.
The gun shouldn't cost you anything to get back(!) but any shipping and transfer costs are up to him.
A 4473 and NICS check on you will have to be done by your FFL before he can transfer it back to you.