It can be done carefully, but there is no soft start feature, the volume comes on where you left it last.
Yes, you can do it. It does turn on where you last left it, so be careful with volume. I would suggest you turn on the Oppo first, turn down the volume, then turn on the amp......
BTW, I think the volume control is in the digital domain, so you will lose resolution as you turn down the volume.
I'm using a mod'd Oppo DV-970 direct to amp and it works great.
The Oppo comes from the factory with remote controlled digital volume control. I've talked with Oppo regarding this feature on other models and I believe it has been a feature of all models they have released.
If you are curious about using the built-in remote volume control, contact Ric Shultze at EVS. He mods the Oppos and is a proponent of using the built-in VC. www.tweakaudio.com