It's possible, it's done in road racing and circle track racing and they even run diff coolers. The easiest way is to run a line to the drain hole on the trans to a 12v oil pump keep the pump as low and close to the trans as possible, the out put on the pump to the cooler and then back to the fill hole in the transmission.
I was just going to change my answer to.anyhow i dont see any advantage to it unless you spend alot of time at the track