Yes it is. First you need to install your CA into the Root Keystore of your OS. Then you need to generate for each domain separate public/private key and sign them by your CA. Personally I prefer .p12 format which holds both public and private keys. Take a look at SelfSignedSslEngineSource - initializeKeyStore(). This the place where you can import your .p12 certificates.
Then how I did, I had a separate keystore per domain (and per .p12 cert) so when implementing MitmManager I had something like this:
public SSLEngine clientSslEngineFor(SSLSession serverSslSession) {
HttpRequest request = (HttpRequest) serverSslSession.getValue("request");
String host = request.headers().get("Host");
localProxySslEngineSource = new LocalProxySslEngineSource("localproxy_netflix.jks", true, true, host);
localProxySslEngineSource = new LocalProxySslEngineSource("localproxy_linkedin.jks", true, true, host);
...
return localProxySslEngineSource.newSslEngine();